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Two major generalizations of the hyperbolic secant distribution have been proposed in the statistical literature which both introduce an additional parameter that governs the kurtosis of the generalized distribution. The generalized hyperbolic secant (GHS) distribution was introduced by Harkness...
Persistent link: https://www.econbiz.de/10010299779
Leptokurtic distributions can be generated by applying certain non-linear transformations to a standard normal random variable. Within this work we derive general conditions for these transformations which guarantee that the generated distributions are ordered with respect to the partial...
Persistent link: https://www.econbiz.de/10010299807
Leptokurtic distributions can be generated by applying certain non-linear transformations to a standard normal random variable. Within this work we derive general conditions for these transformations which guarantee that the generated distributions are ordered with respect to the partial...
Persistent link: https://www.econbiz.de/10008543750
Persistent link: https://www.econbiz.de/10005598085