Kurtosis

This chapter introduces popular kurtosis measures like Pearson’s, Stavig’s kurtosis measures. The L-kurtosis that uses L-moments and its applications are reviewed. Spectral kurtosis and its variant called fast spectral kurtosis that have applications in identifying multiple faults in rotating machinery are also discussed. Other topics covered include skewness-kurtosis bounds, multivariate kurtosis, co-kurtosis, and van Zwet ordering of kurtosis.