Skewed type III generalized logistic distribution

DOI10.1080/03610926.2018.1522348OpenAlexW2907524601MaRDI QIDQ5077944

Panayiotis Theodossiou

Publication date: 20 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1522348

zbMATH Keywords

kurtosisquantile valuesPearson's mode skewnessS\&P 500 log-returnskewed generalized logistic

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Market price of risk estimation: Does distribution matter? ⋮ Truncated skewed type III generalized logistic distribution: risk measurement applications

Uses Software

• sld

Cites Work

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• A generalization of quantile-based skew logistic distribution of van Staden and King
• A generalization of the beta distribution with applications
• The quantile-based skew logistic distribution
• Applications of skew models using generalized logistic distribution
• Financial Data and the Skewed Generalized T Distribution
• Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
• On Bayesian Modeling of Fat Tails and Skewness
• Nonparametric Statistical Data Modeling

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