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The quantile-based skew logistic distribution

Author

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  • van Staden, Paul J.
  • King, Robert A.R.

Abstract

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.

Suggested Citation

  • van Staden, Paul J. & King, Robert A.R., 2015. "The quantile-based skew logistic distribution," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 109-116.
    • Handle: RePEc:eee:stapro:v:96:y:2015:i:c:p:109-116
    DOI: 10.1016/j.spl.2014.09.001
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    References listed on IDEAS

    as
    1. Saralees Nadarajah, 2009. "The skew logistic distribution," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(2), pages 187-203, June.
    2. Jones, M. C. & Rosco, J. F. & Pewsey, Arthur, 2011. "Skewness-Invariant Measures of Kurtosis," The American Statistician, American Statistical Association, vol. 65(2), pages 89-95.
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    Cited by:

    1. Tapan Kumar Chakrabarty & Dreamlee Sharma, 2021. "A Generalization of the Quantile-Based Flattened Logistic Distribution," Annals of Data Science, Springer, vol. 8(3), pages 603-627, September.
    2. Balakrishnan, N. & So, H.Y., 2015. "A generalization of quantile-based skew logistic distribution of van Staden and King," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 44-51.

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