Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases

DOI10.1080/03610926.2013.844255zbMath1367.62029OpenAlexW2070351229MaRDI QIDQ3458127

James B. McDonald, Sean C. Kerman

Publication date: 8 December 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.844255

zbMATH Keywords

extreme value distributionslogisticGompertzexponential generalized betaGumbellskewness-kurtosis plots

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes ⋮ Market price of risk estimation: Does distribution matter? ⋮ Skewed type III generalized logistic distribution ⋮ Truncated skewed type III generalized logistic distribution: risk measurement applications

Cites Work

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• A generalization of the beta distribution with applications
• Some Generalized Functions for the Size Distribution of Income
• Time‐series models with an EGB2 conditional distribution

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