Skewness–kurtosis bounds for the skewed generalized T and related distributions
Bounds 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.
Volume (Year): 83 (2013)
Issue (Month): 9 ()
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- Hansen, Christian & McDonald, James B. & Newey, Whitney K., 2010.
"Instrumental Variables Estimation With Flexible Distributions,"
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- Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-20.
- Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy (IfW).
- Klaassen, Chris A. J. & Mokveld, Philip J. & van Es, Bert, 2000. "Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 131-135, November.
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