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Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg >

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dc.contributor.authorGrottke, Martinen_US
dc.date.accessioned2009-11-19en_US
dc.date.accessioned2010-01-13T14:06:46Z-
dc.date.available2010-01-13T14:06:46Z-
dc.date.issued1999en_US
dc.identifier.urihttp://hdl.handle.net/10419/29616-
dc.description.abstractThere 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 dataen_US
dc.language.isogeren_US
dc.publisherUniversität Erlangen-Nürnberg, Lehrstuhl für Statistik und empirische Wirtschaftsforschung Nürnbergen_US
dc.relation.ispartofseriesDiskussionspapiere // Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 30/1999en_US
dc.subject.ddc330en_US
dc.titleGenerierung schiefer Verteilungen mittels Skalenparametersplittungen_US
dc.typeWorking Paperen_US
dc.identifier.ppn613120957en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:faucse:301999-
Appears in Collections:Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg

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