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Persistent link: https://www.econbiz.de/10001459703
This paper explores the ability of some popular income distributions to model observed skewness and kurtosis. We present the generalized beta type 1 (GB1) and type 2 (GB2) distributions' skewness–kurtosis spaces and clarify and expand on previously known results on other distributions'...
Persistent link: https://www.econbiz.de/10014158345
This paper discusses three families of flexible parametric probability density functions: the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sin distributions. These families allow quite flexible modeling the first four moments of a...
Persistent link: https://www.econbiz.de/10013132439
This paper explores the ability of some popular income distributions to model observed skewness and kurtosis. We present the generalized beta type 1 (GB1) and type 2 (GB2) distributions' skewness-kurtosis spaces and clarify and expand on previously known results on other distributions'...
Persistent link: https://www.econbiz.de/10009786712
Persistent link: https://www.econbiz.de/10009778312
This paper provides a survey of three families of flexible parametric probability density functions (the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sine distributions) which can be used in modeling a wide variety of econometric problems....
Persistent link: https://www.econbiz.de/10003488788
This paper discusses three families of flexible parametric probability density functions: the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sin distributions. These families allow quite flexible modeling the first four moments of a...
Persistent link: https://www.econbiz.de/10003626041
Persistent link: https://www.econbiz.de/10011658478
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