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:	2013
Authors:	Kerman, Sean C. ; McDonald, James B.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 9, p. 2129-2134
Publisher:	Elsevier
Subject:	Skewed generalized T \| Kurtosis \| Skewness

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040102