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

Sean Kerman and James Bott McDonald ()
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Sean Kerman: Department of Economics, Brigham Young University

No 2012-10, BYU Macroeconomics and Computational Laboratory Working Paper Series from Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory

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)
JEL-codes: C50 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2012-11
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http://economics.byu.edu/Documents/Macro%20Lab/Wor ... es/BYUMCL2012-10.pdf First version, 2012 (application/pdf)

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Journal Article: Skewness–kurtosis bounds for the skewed generalized T and related distributions (2013) Downloads
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Persistent link: http://EconPapers.repec.org/RePEc:byu:byumcl:201210

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