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Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU) >
Lehrstuhl für Statistik und Ökonometrie, Universität Erlangen-Nürnberg >
Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/29616
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Grottke, Martin | | en_US |
| dc.date.accessioned | | 2009-11-19 | | en_US |
| dc.date.accessioned | | 2010-01-13T14:06:46Z | | - |
| dc.date.available | | 2010-01-13T14:06:46Z | | - |
| dc.date.issued | | 1999 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/29616 | | - |
| dc.description.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 | | en_US |
| dc.language.iso | | ger | | en_US |
| dc.publisher | | Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und empirische Wirtschaftsforschung Nürnberg | | en_US |
| dc.relation.ispartofseries | | Diskussionspapiere // Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 30/1999 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.title | | Generierung schiefer Verteilungen mittels Skalenparametersplittung | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 613120957 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:faucse:301999 | | - |
| Appears in Collections: | | Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg
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