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The quantile-based skew logistic distribution. (English) Zbl 1314.62057

Summary: 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.

MSC:

62E15 Exact distribution theory in statistics
62G05 Nonparametric estimation
62G30 Order statistics; empirical distribution functions
62F12 Asymptotic properties of parametric estimators

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References:

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