gh-transformation of symmetrical distributions

zbMATH Open1381.60053MaRDI QIDQ5386502FDOQ5386502

Authors: Ingo Klein, Matthias Fischer 

Publication date: 14 May 2008

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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)

Cited In (9)

• Tukey-Type Distributions in the Context of Financial Data
• Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
• Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection
• Title not available (Why is that?)
• Generalized Tukey-type distributions with application to financial and teletraffic data
• Title not available (Why is that?)
• Kurtosis modelling by means of the \(J\)-transformation
• Parameter estimation of Tukey-type distributions: a comparative analysis
• Parametric probability densities and distribution functions for Tukey \(g\)-and-\(h\) transformations and their use for fitting data

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