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.

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Year of publication:	2012-11
Authors:	Kerman, Sean C. ; McDonald, James B.
Institutions:	Department of Economics, Brigham Young University
Subject:	Skewed generalized T \| Kurtosis \| Skewness

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Extent:	application/pdf
Series:	BYU Macroeconomics and Computational Laboratory Working Paper Series.
Type of publication:	Book / Working Paper
Notes:	Published in Statistics & Probability Letters, Volume 83, Issue 9, September 2013, Pages 2129â€“2134. Number 2012-10 11 pages
Classification:	C50 - Econometric Modeling. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011139801