The quantile-based skew logistic distribution

We show that the quantile-based skew logistic distribution possesses kurtosis measures based on L-moments and on quantiles which are skewness invariant. We furthermore derive closed-form expressions for method of L-moments estimators for the distribution’s parameters together with asymptotic standard errors for these estimators.

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Year of publication:	2015
Authors:	Staden, Paul J. van ; King, Robert A.R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 109-116
Publisher:	Elsevier
Subject:	Exponential distribution \| Logistic distribution \| L-moment \| Quantile function \| Skewness-invariant kurtosis measure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011115970