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The Skew Generalized Secant Hyperbolic Family
| Content Provider | Semantic Scholar |
|---|---|
| Author | Fischer, Matthias |
| Copyright Year | 2016 |
| Abstract | We introduce a skewness parameter into Vaughan’s (2002) generalized secant hyperbolic (GSH) distribution by means of exponential tilting and develop some properties of the new distribution family. In particular, the moment-generating function is derived which ensures the existence of all moments. Finally, the flexibility of our distribution is compared to similar parametric models by means of moment-ratio plots and application to foreign exchange rate data. |
| Starting Page | 437 |
| Ending Page | 443 |
| Page Count | 7 |
| File Format | PDF HTM / HTML |
| DOI | 10.17713/ajs.v35i4.353 |
| Volume Number | 35 |
| Alternate Webpage(s) | http://www.stat.tugraz.at/AJS/ausg064/064Fischer.pdf |
| Alternate Webpage(s) | https://doi.org/10.17713/ajs.v35i4.353 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |