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https://hdl.handle.net/20.500.14279/13487| Title: | Skewed type III generalized logistic distribution | Authors: | Theodossiou, Panayiotis | Major Field of Science: | Social Sciences | Field Category: | Economics and Business | Keywords: | Kurtosis;Pearson’s mode skewness;Quantile values;S&P500 log-return;Skewed generalized logistic | Issue Date: | 2-Dec-2018 | Source: | Communications in Statistics - Theory and Methods, 2018, vol. 48, no. 23, pp. 5809-5819 | Volume: | 48 | Issue: | 23 | Start page: | 5809 | End page: | 5819 | 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. | ISSN: | 03610926 | DOI: | 10.1080/03610926.2018.1522348 | Rights: | © Taylor & Francis | Type: | Article | Affiliation : | Cyprus University of Technology | Publication Type: | Peer Reviewed |
| Appears in Collections: | Άρθρα/Articles |
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