gh-transformation of symmetrical distributions

MaRDI QIDQ5386502zbMATH OpenFDO

Authors Ingo Klein, Matthias Fischer

Publication date 14 May 2008

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• scientific article; zbMATH DE number 3940404
• Some properties of the tukey g and h family of distributions
• Generalized Tukey-type distributions with application to financial and teletraffic data
• Parametric probability densities and distribution functions for Tukey \(g\)-and-\(h\) transformations and their use for fitting data
• Tukey-Type Distributions in the Context of Financial Data

Cited in

(9)

• Parameter estimation of Tukey-type distributions: a comparative analysis
• scientific article; zbMATH DE number 3940404 (Why is no real title available?)
• scientific article; zbMATH DE number 817460 (Why is no real title available?)
• Kurtosis modelling by means of the \(J\)-transformation
• Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection
• Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
• Tukey-Type Distributions in the Context of Financial Data
• Parametric probability densities and distribution functions for Tukey \(g\)-and-\(h\) transformations and their use for fitting data
• Generalized Tukey-type distributions with application to financial and teletraffic data

This page was built for publication: \(gh\)-transformation of symmetrical distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5386502)