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|Title:||Skewed type III generalized logistic distribution||Authors:||Theodossiou, Panayiotis||Keywords:||Kurtosis;Pearson’s mode skewness;Quantile values;S&P500 log-return;Skewed generalized logistic||Category:||Economics and Business||Field:||Social Sciences||Issue Date:||2018||Publisher:||Taylor and Francis Inc.||Source:||Communications in Statistics - Theory and Methods, 2018||Journal:||Communications in Statistics - Theory and Methods||Abstract:||This paper develops a skewed extension of the type III generalized logistic distribution and presents the analytical equations for the computation of its moments, cumulative probabilities and quantile values. It is demonstrated through an example that the distribution provides an excellent fit to data characterized by skewness and excess kurtosis.||URI:||http://ktisis.cut.ac.cy/handle/10488/13487||DOI:||10.1080/03610926.2018.1522348||Rights:||© 2018 Taylor & Francis Group, LLC.||Type:||Article|
|Appears in Collections:||Άρθρα/Articles|
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