Arbeitspapier
Skewness by splitting the scale parameter
There are several possibilities to introduce skewness into a symmetric distribution. One of these procedures applies two dfferent parameters of scale - with possibly different weights - to the positive and the negative part of a symmetric density. Within this work we show that this technique incorporates a well-defined parameter of skewness, i.e. that the generated distributions are skewed to the right (left) if the parameter of skewness takes values less (greater) than one. Secondly, we prove that the skewness parameter is compatible with the skewness ordering of van Zwet (1964) which is the strongest ordering in the hierarchy of orderings discussed by Oja (1981). Hence, the generated (skewed) distributions can be ordered by the skewness parameter.
- Language
-
Englisch
- Bibliographic citation
-
Series: Diskussionspapier ; No. 55/2003
- Classification
-
Wirtschaft
- Subject
-
Skewness
skewness to the right
skewness ordering
score function.
- Event
-
Geistige Schöpfung
- (who)
-
Klein, Ingo
Fischer, Matthias J.
- Event
-
Veröffentlichung
- (who)
-
Friedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie
- (where)
-
Nürnberg
- (when)
-
2003
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Klein, Ingo
- Fischer, Matthias J.
- Friedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie
Time of origin
- 2003
Other Objects (12)
Splitting Tournaments
Splitting Orders
Splitting Leagues
Splitting Orders in Fragmented Markets
Splitting Games: Nash Equilibrium and the Optimisation Problem
Counting with Combined Splitting and Capture-Recapture Methods
Spatial incentives for power-to-hydrogen through market splitting
Optimal top marginal tax rates under income splitting for couples
On the long-term efficiency of market splitting in Germany
Income Splitting - is it Good for Both Partners in the Marriage?
Testing independence conditions in the presence of errors and splitting effects
Large-scale asset purchases by the Federal Reserve: Did they work?
Splitting Tournaments
Splitting Orders
Splitting Leagues
Splitting Orders in Fragmented Markets
Splitting Games: Nash Equilibrium and the Optimisation Problem
Counting with Combined Splitting and Capture-Recapture Methods
Spatial incentives for power-to-hydrogen through market splitting
Optimal top marginal tax rates under income splitting for couples
On the long-term efficiency of market splitting in Germany
Income Splitting - is it Good for Both Partners in the Marriage?
Testing independence conditions in the presence of errors and splitting effects
Large-scale asset purchases by the Federal Reserve: Did they work?
Splitting Tournaments
Splitting Orders
Splitting Leagues
Splitting Orders in Fragmented Markets
Splitting Games: Nash Equilibrium and the Optimisation Problem
Counting with Combined Splitting and Capture-Recapture Methods
Spatial incentives for power-to-hydrogen through market splitting
Optimal top marginal tax rates under income splitting for couples
On the long-term efficiency of market splitting in Germany
Income Splitting - is it Good for Both Partners in the Marriage?
Testing independence conditions in the presence of errors and splitting effects