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...

Leptokurtic or platykurtic distributions can, for example, be generated by applying certain non-linear transformations to a Gaussian random variable. Within this work we focus on the class of so-called power transformations which are determined by their generator function. Examples are the...

Leptokurtic or platykurtic distributions can, for example, be generated by applying certain non-linear transformations to a Gaussian random variable. Within this work we focus on the class of so-called power transformations which are determined by their generator function. Examples are the...

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...

Leptokurtic or platykurtic distributions can, for example, be generated by applying certain non-linear transformations to a Gaussian random variable. Within this work we focus on the class of so-called power transformations which are determined by their generator function. Examples are the...

We introduce a new skewed and leptokurtic distribution derived from the hyperbolic secant distribution and Johnson's S transformation. Properties of this new distribution are given. Finally, we empirically demonstrate in the context of financial return data that its exibility is comparable to...