The excessive kurtosis computed is \(g_{2}\). The parameter excessive
kurtosis \(\gamma_{2}\) formula is
$$\gamma_{2} = \frac{\mu_{4}}{\mu^{2}_{2}} - 3,$$
where \(\mu_{i}\) denotes the \(i\) order central moment.
The excessive kurtosis formula for sample statistic \(g_{2}\) is
$$g_{2} = \frac{k_{4}}{k^{2}_{2}},$$
where \(k_{i}\) are the \(i\) order k-statistic.
The standard error of the excessive kurtosis is
$$Var(\hat{g}_{2}) = \frac{24}{N}$$
where \(N\) is the sample size.