Please use this identifier to cite or link to this item:
|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|
Show full item record
checked on Aug 25, 2019
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.