The quantile-based skew logistic distribution

Paul J. van Staden and Robert A.R. King

Statistics & Probability Letters, 2015, vol. 96, issue C, 109-116

Abstract: We show that the quantile-based skew logistic distribution possesses kurtosis measures based on L-moments and on quantiles which are skewness invariant. We furthermore derive closed-form expressions for method of L-moments estimators for the distribution’s parameters together with asymptotic standard errors for these estimators.

Keywords: Exponential distribution; Logistic distribution; L-moment; Quantile function; Skewness-invariant kurtosis measure (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2014.09.001

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