{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,12]],"date-time":"2026-03-12T12:42:57Z","timestamp":1773319377234,"version":"3.50.1"},"reference-count":12,"publisher":"Elsevier BV","issue":"1","license":[{"start":{"date-parts":[[2003,5,1]],"date-time":"2003-05-01T00:00:00Z","timestamp":1051747200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computational Statistics & Data Analysis"],"published-print":{"date-parts":[[2003,5]]},"DOI":"10.1016\/s0167-9473(02)00170-6","type":"journal-article","created":{"date-parts":[[2003,4,30]],"date-time":"2003-04-30T21:26:08Z","timestamp":1051737968000},"page":"1-12","source":"Crossref","is-referenced-by-count":27,"title":["Simple tests for peakedness, fat tails and leptokurtosis based on quantiles"],"prefix":"10.1016","volume":"43","author":[{"given":"Friedrich","family":"Schmid","sequence":"first","affiliation":[]},{"given":"Mark","family":"Trede","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0167-9473(02)00170-6_BIB1","first-page":"17","article-title":"Statistical models of German stock returns","volume":"50","author":"Akgiray","year":"1989","journal-title":"J. Econom."},{"key":"10.1016\/S0167-9473(02)00170-6_BIB2","doi-asserted-by":"crossref","unstructured":"B\u00fcning, H., 1991. Robuste und Adaptive Tests. Walter de Gruyter, Berlin.","DOI":"10.1515\/9783110854343"},{"key":"10.1016\/S0167-9473(02)00170-6_BIB3","doi-asserted-by":"crossref","first-page":"909","DOI":"10.2307\/2286160","article-title":"Adaptive robust procedures","volume":"69","author":"Hogg","year":"1974","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00170-6_BIB4","doi-asserted-by":"crossref","first-page":"1551","DOI":"10.1080\/03610928408828779","article-title":"A review of some adaptive statistical techniques","volume":"13","author":"Hogg","year":"1984","journal-title":"Comm. Statist. Theory Methods"},{"key":"10.1016\/S0167-9473(02)00170-6_BIB5","doi-asserted-by":"crossref","first-page":"3569","DOI":"10.1080\/03610928808829821","article-title":"On the asymptotic behaviour of selector statistics","volume":"17","author":"H\u00fcsler","year":"1988","journal-title":"Comm. Statist. Theory Methods"},{"key":"10.1016\/S0167-9473(02)00170-6_BIB6","doi-asserted-by":"crossref","first-page":"276","DOI":"10.2307\/2287446","article-title":"A new family of probability distributions with applications to Monte-Carlo studies","volume":"75","author":"Johnson","year":"1980","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00170-6_BIB7","doi-asserted-by":"crossref","first-page":"394","DOI":"10.2307\/2283943","article-title":"Some properties of the range in samples from Tukey's symmetric lambda distributions","volume":"66","author":"Joiner","year":"1971","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00170-6_BIB8","doi-asserted-by":"crossref","first-page":"147","DOI":"10.2307\/2327673","article-title":"Models of stock returns\u2014a comparison","volume":"39","author":"Kon","year":"1984","journal-title":"J. Finance"},{"key":"10.1016\/S0167-9473(02)00170-6_BIB9","doi-asserted-by":"crossref","first-page":"261","DOI":"10.1080\/07474939308800266","article-title":"Modeling asset returns with alternative stable distributions","volume":"12","author":"Mittnik","year":"1993","journal-title":"Econometric Rev."},{"key":"10.1016\/S0167-9473(02)00170-6_BIB10","unstructured":"Ruppert, D., 1988. Robustification and robust substitutes. In: S. Kotz, N.L. Johnson (Ed.), Encyclopedia of Statistical Sciences, Vol. 8. John Wiley & Sons, New York."},{"key":"10.1016\/S0167-9473(02)00170-6_BIB11","doi-asserted-by":"crossref","unstructured":"Schmid, F., Stich, A., 1999. Distribution of German stock returns: normal mixtures revisited. In: Gaul, W., Schader, M. (Eds.), Mathematische Methoden der Wirtschaftswissenschaften, Festschrift f\u00fcr Otto Opitz, Physica, Heidelberg, pp. 272\u2013281.","DOI":"10.1007\/978-3-662-12433-8_25"},{"key":"10.1016\/S0167-9473(02)00170-6_BIB12","doi-asserted-by":"crossref","unstructured":"Serfling, R.J., 1980. Approximation Theorems of Mathematical Statistics. Wiley, New York.","DOI":"10.1002\/9780470316481"}],"container-title":["Computational Statistics & Data Analysis"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167947302001706?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167947302001706?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,4,4]],"date-time":"2019-04-04T20:54:04Z","timestamp":1554411244000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0167947302001706"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2003,5]]},"references-count":12,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2003,5]]}},"alternative-id":["S0167947302001706"],"URL":"https:\/\/doi.org\/10.1016\/s0167-9473(02)00170-6","relation":{},"ISSN":["0167-9473"],"issn-type":[{"value":"0167-9473","type":"print"}],"subject":[],"published":{"date-parts":[[2003,5]]}}}