MAD (about median) vs. quantile-based alternatives for classical standard deviation, skewness, and kurtosis

In classical probability and statistics, one computes many measures of interest from mean and standard deviation. However, mean, and especially standard deviation, are overly sensitive to outliers. One way to address this sensitivity is by considering alternative metrics for deviation, skewness, and...

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Bibliographic Details
Main Authors: Eugene Pinsky, Sidney Klawansky
Format: Article
Language:English
Published: Frontiers Media S.A. 2023-06-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fams.2023.1206537/full