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Skewness–kurtosis bounds for the skewed generalized T and related distributions
Sean C. Kerman and
James Bott McDonald , 2013, vol. 83, issue 9, pages 2129-2134
Statistics & Probability Letters Abstract:
Bounds for the skewness–kurtosis space corresponding to the skewed generalized t, skewed generalized error, skewed t, and some other distributions are presented and contrasted with the bounds reported by Klaassen et al. (2000) for unimodal probability density functions. The skewed generalized T and skewed generalized error distributions have the greatest flexibility of the distributions considered.
Keywords: Skewed generalized T; Kurtosis; Skewness (search for similar items in EconPapers)
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Related works: Working Paper: Skewness-kurtosis bounds for the skewed generalized T and related distributions (2012) This item may be available elsewhere in EconPapers: Search for items with the same title.
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