Kurtosis - an overview | ScienceDirect Topics
Kurtosis is a descriptive statistic used to help measure how data disperse between a distribution's center and tails, with larger values indicating a data distribution may have “heavy” tails that are thickly …
Kurtosis - an overview | ScienceDirect Topics
Kurtosis is a statistical measure that describes the shape of a probability distribution by quantifying its tailedness. It indicates whether the distribution is thin or broad and can be used as an indicator of …
Kurtosis - an overview | ScienceDirect Topics
Feb 6, 2010 · Kurtosis is a measure of whether the distribution is peaked or flat relative to a normal distribution. Kurtosis is based on the size of a distribution's tails. Positive kurtosis indicates too few …
Kurtosis - an overview | ScienceDirect Topics
Kurtosis is defined as a statistical measure that describes how heavily the tails of a distribution differ from those of a normal distribution, identifying the presence of extreme values in the tails. The types …
Maximum L-Kurtosis deconvolution and frequency-domain filtering ...
Jan 15, 2025 · Aiming at solving the limitation, a novel maximum L-Kurtosis deconvolution (MLKD) algorithm is proposed. Firstly, the L-Kurtosis is introduced, and the results show that it remains …
Kurtosis - an overview | ScienceDirect Topics
A kurtosis of zero is obtained for scores from a normal distribution (since we subtract the value of 3 in the kurtosis formula). A negative kurtosis corresponds to a platykurtic, or wide, distribution with more …
Optimization of spectral kurtosis-based filtering through flow ...
Feb 1, 2025 · The basic spectral kurtosis-based filter operates by first calculating kurtosis values from each frequency bin of the spectrogram. These kurtosis values are then used to design a filter that …
Extrapolation and option-implied kurtosis in volatility forecasting
Apr 1, 2024 · Second, risk-neutral kurtosis is a key factor in volatility forecasting because it has a complementary effect on risk-neutral volatility and skewness. Third, the implementation of the …
Intelligent fault diagnosis in rolling element bearings: Combining ...
Sep 1, 2025 · Spectral kurtosis earlier isolated spectrum bands that showed the maximum degree of impulsiveness which is the essential property in accurate fault detection. Using kurtogram the …
Kurtosis transfer in MDOF systems under amplitude-modulated Non ...
Aug 1, 2025 · To further quantify the frequency-domain kurtosis transfer mechanism and enable response kurtosis prediction under amplitude-modulated non-Gaussian excitations, the weighting …