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Skewness-Invariant Measures of Kurtosis

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  • Jones, M. C.
  • Rosco, J. F.
  • Pewsey, Arthur

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  • Jones, M. C. & Rosco, J. F. & Pewsey, Arthur, 2011. "Skewness-Invariant Measures of Kurtosis," The American Statistician, American Statistical Association, vol. 65(2), pages 89-95.
  • Handle: RePEc:bes:amstat:v:65:i:2:y:2011:p:89-95
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/tast.2011.10194
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    References listed on IDEAS

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    1. Robert S. Pindyck & Julio J. Rotemberg, 1993. "The Comovement of Stock Prices," The Quarterly Journal of Economics, Oxford University Press, vol. 108(4), pages 1073-1104.
    2. McDonald, Robert L & Siegel, Daniel R, 1985. "Investment and the Valuation of Firms When There Is an Option to Shut Down," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 331-349, June.
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    Cited by:

    1. Christophe Ley, 2014. "Flexible Modelling in Statistics: Past, present and Future," Working Papers ECARES ECARES 2014-42, ULB -- Universite Libre de Bruxelles.
    2. Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
    3. M. C. Jones, 2015. "On Families of Distributions with Shape Parameters," International Statistical Review, International Statistical Institute, vol. 83(2), pages 175-192, August.
    4. van Staden, Paul J. & King, Robert A.R., 2015. "The quantile-based skew logistic distribution," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 109-116.
    5. Arthur Pewsey & Toshihiro Abe, 2015. "The sinh-arcsinhed logistic family of distributions: properties and inference," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 573-594, June.

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