Fischer, Matthias J.; Klein, Ingo - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2003
The H-family of distributions or H-distributions, introduced by Tukey (1960, 1977), are generated by a single transformation of the standard normal distribution and allow for leptokurtosis represented by the parameter h. Alternatively, Haynes, MacGillivray and Mengersen (1997) generated...