@techreport{Grottke1999Generierung,
abstract = {There are several proposals of adding a skewness parameter into a symmetric distribution. Most of them are combined with a certain distribution. The following working paper will present an universal method of generating an asymmetric distribution. As an application this method is used to make the Generalized-t-distribution skewed - thus producing the Skewed-Generalized-t (SGT-), the SGT2- and the SGT3-distribution. These distributions include several well known distributions like the Normal-, Laplace-, t-, Cauchyand Box-Tiao-distribution. They also allow a higher leptokurtosis, what makes them suitable for the estimation of financial data},
address = {N\"{u}rnberg},
author = {Martin Grottke},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330},
language = {ger},
number = {30/1999},
publisher = {Universit\"{a}t Erlangen-N\"{u}rnberg, Lehrstuhl f\"{u}r Statistik und empirische Wirtschaftsforschung},
title = {Generierung schiefer Verteilungen mittels Skalenparametersplittung},
type = {Diskussionspapiere // Friedrich-Alexander-Universit\"{a}t Erlangen-N\"{u}rnberg, Lehrstuhl f\"{u}r Statistik und \"{O}konometrie},
url = {http://hdl.handle.net/10419/29616},
year = {1999}
}
