This function computes standard and robustified excess kurtosis of a vector or matrix of variables.
vector or matrix of variables
Vector of excess kurtosis and robustified excess kurtosis
Kim, T-H. and H. White (2004), “On More Robust Estimation of Skewness and Kurtosis”, Finance Research Letters, 1, 56–73.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.