Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions

DOI10.1016/J.SPL.2013.05.028zbMath1287.60021OpenAlexW2119898504MaRDI QIDQ2637390

Sean C. Kerman, James B. McDonald

Publication date: 11 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.05.028

zbMATH Keywords

kurtosisskewnessskewed generalized \(T\)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (1)

A generalized ordered Probit model

Cites Work

• Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions
• On the characterization of distributions by their \(L\)-moments
• Financial Data and the Skewed Generalized T Distribution
• Instrumental Variables Estimation With Flexible Distributions
• On power transformations to symmetry
• Autoregressive Conditional Density Estimation
• Partially Adaptive Estimation of the Censored Regression Model
• More Light on the Kurtosis and Related Statistics
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

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