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Generalized Tukey-type distributions with application to financial and teletraffic data

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  • Matthias Fischer

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  • Matthias Fischer, 2010. "Generalized Tukey-type distributions with application to financial and teletraffic data," Statistical Papers, Springer, vol. 51(1), pages 41-56, January.
    • Handle: RePEc:spr:stpapr:v:51:y:2010:i:1:p:41-56
    DOI: 10.1007/s00362-007-0114-z
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    References listed on IDEAS

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    1. Ingo Klein & Matthias Fischer, 2006. "Power kurtosis transformations: Definition, properties and ordering," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(3), pages 395-401, September.
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    Cited by:

    1. Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments," Papers 1603.01041, arXiv.org.
    2. Gareth W. Peters & Wilson Ye Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments," Risks, MDPI, vol. 4(2), pages 1-41, May.
    3. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.
    4. Gareth W. Peters, 2018. "General Quantile Time Series Regressions for Applications in Population Demographics," Risks, MDPI, vol. 6(3), pages 1-47, September.
    5. Drovandi, Christopher C. & Pettitt, Anthony N., 2011. "Likelihood-free Bayesian estimation of multivariate quantile distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2541-2556, September.

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    1. Fischer, Matthias J., 2006. "Generalized Tukey-type distributions with application to financial and teletraffic data," Discussion Papers 72/2006, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
    2. Rubio, Francisco Javier & Steel, Mark F. J., 2014. "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper 57102, University Library of Munich, Germany.
    3. Fischer, Matthias J., 2006. "A note on the construction of generalized Tukey-type transformations," Discussion Papers 73/2006, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.

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