null hypotheses of multivariate normal and Student t innovations, and decompose them into skewness and kurtosis components …

null hypotheses of multivariate normal and Student t innovations, and decompose them into skewness and kurtosis components …

take skewness into account by means of certain transformations, several generalizations and extensions (HQ …

There are several possibilities to introduce skewness into a symmetric distribution. One of these procedures applies … density. Within this work we show that this technique incorporates a well-defined parameter of skewness, i.e. that the … generated distributions are skewed to the right (left) if the parameter of skewness takes values less (greater) than one …

A generalization of the hyperbolic secant distribution which allows both for skewness and for leptokurtosis was given … which has a lot of nice properties but is not able to allow for skewness. For this reason, Fischer and Vaughan (2002 …) additionally introduced a skewness parameter by means of splitting the scale parameter and showed that most of the nice properties …

A generalization of the hyperbolic secant distribution which allows both for skewness and for leptokurtosis was given … which has a lot of nice properties but is not able to allow for skewness. For that reason, we additionally introduce a … skewness parameter by means of splitting the scale parameter and show that most of the nice properties are preserved. Finally …

corresponding Lagrange Multiplier-type tests into skewness and kurtosis components, from which we obtain more powerful one …

Multiplier-type tests into skewness and kurtosis components, from which we obtain more powerful one-sided Kuhn-Tucker versions …