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20092016
most citedLambert W random variables - a new family of generalized skewed distributions with applications to risk estimation

63 citations · 95 across the 8 of their papers we have counts for

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math.ST2010★ 3 cited

The Lambert Way to Gaussianize heavy tailed data with the inverse of Tukey's h as a special case

Georg M. Goerg

I present a parametric, bijective transformation to generate heavy tail versions Y of arbitrary RVs X ~ F. The tail behavior of the so-called 'heavy tail Lambert W x F' RV Y depend…