Skewness–kurtosis bounds for the skewed generalized T and related distributions
AbstractBounds for the skewness–kurtosis space corresponding to the skewed generalized t, skewed generalized error, skewed t, and some other distributions are presented and contrasted with the bounds reported by Klaassen et al. (2000) for unimodal probability density functions. The skewed generalized T and skewed generalized error distributions have the greatest flexibility of the distributions considered.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 83 (2013)
Issue (Month): 9 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Other versions of this item:
- Sean C. Kerman & James B. McDonald, 2012. "Skewness-kurtosis bounds for the skewed generalized T and related distributions," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-10, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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