Some developments on the log-Dagum distribution
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DOI: 10.1007/s10260-007-0091-3
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References listed on IDEAS
- Abberger, Klaus, 2002. "ML-Estimation in the Location-Scale-Shape Model of the Generalized Logistic Distribution," CoFE Discussion Papers 02/15, University of Konstanz, Center of Finance and Econometrics (CoFE).
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- Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2015. "The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers," Working Papers 201502, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
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- Pushpa Narayan Rathie & Luan Carlos de Sena Monteiro Ozelim & Bernardo Borba de Andrade, 2021. "Portfolio Management of Copula-Dependent Assets Based on P ( Y < X ) Reliability Models: Revisiting Frank Copula and Dagum Distributions," Stats, MDPI, vol. 4(4), pages 1-24, December.
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More about this item
Keywords
Skewness; Kurtosis; ML estimates; Fisher information matrix; Value-at-Risk; 60E05 (Primary); 62F12 (Secondary);All these keywords.
JEL classification:
Statistics
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