Kurtosis modelling by means of the \(J\)-transformation

DOI10.1007/s101820400158zbMath1123.62303OpenAlexW1976720957MaRDI QIDQ819414

Ingo Klein, Matthias Fischer

Publication date: 28 March 2006

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101820400158

zbMATH Keywords

variable transformationKurtosisnormal transformationtail elongation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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