A mixture representation of the Linnik distribution
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Publication:1914282
DOI10.1016/0167-7152(94)00252-5zbMath0848.60017OpenAlexW2135794466MaRDI QIDQ1914282
Samuel Kotz, Iossif V. Ostrovskii
Publication date: 21 October 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/25843
Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)
Related Items (22)
The fractional Fisher information and the central limit theorem for stable laws ⋮ A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications ⋮ Linnik Lévy process and some extensions ⋮ Some analytical results on bivariate stable distributions with an application in operational risk ⋮ An estimation procedure for the Linnik distribution ⋮ A note on the Cauchy-type mixture distributions ⋮ Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties ⋮ A class of continuous kernels and Cauchy type heavy tail distributions ⋮ Mixture representations for symmetric generalized Linnik laws ⋮ Mixture representation of Linnik distribution revisited ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ Estimation and Simulation of the Riesz-Bessel Distribution ⋮ Entropy inequalities for stable densities and strengthened central limit theorems ⋮ Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations ⋮ Generalized negative binomial distributions as mixed geometric laws and related limit theorems ⋮ Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals ⋮ Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation ⋮ Computer simulation of geometric stable distributions ⋮ Mixture representations for discrete Linnik laws ⋮ Exponential mixture representation of geometric stable densities ⋮ Fractional moment estimation of Linnik and Mittag-Leffler parameters ⋮ Confined random motion with Laplace and Linnik statistics
Cites Work
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- A note on Linnik's distribution
- Grid methods in simulation and random variate generation
- A multivariate Linnik distribution
- A triptych of discrete distributions related to the stable law
- Linnik distributions and processes
- Some Characterizations of the Exponential Distribution by Geometric Compounding
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