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https://hdl.handle.net/10419/29616 Kompletter Metadatensatz
| DublinCore-Feld | Wert | Sprache |
|---|---|---|
| dc.contributor.author | Grottke, Martin | en |
| dc.date.accessioned | 2009-11-19 | - |
| dc.date.accessioned | 2010-01-13T14:06:46Z | - |
| dc.date.available | 2010-01-13T14:06:46Z | - |
| dc.date.issued | 1999 | - |
| 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 |
| dc.language.iso | ger | en |
| dc.publisher | |aFriedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie |cNürnberg | en |
| dc.relation.ispartofseries | |aDiskussionspapier |x30/1999 | en |
| dc.subject.ddc | 330 | en |
| dc.title | Generierung schiefer Verteilungen mittels Skalenparametersplittung | - |
| dc.type | |aWorking Paper | en |
| dc.identifier.ppn | 613120957 | en |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
| dc.identifier.repec | RePEc:zbw:faucse:301999 | en |
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