A class of continuous kernels and Cauchy type heavy tail distributions

DOI10.1016/j.spl.2012.12.024zbMath1463.62029OpenAlexW2084918932MaRDI QIDQ1950743

Laleh Tafakori, Ahmad Reza Soltani

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.12.024

zbMATH Keywords

stable distributionsLinnik distributionmixture of Cauchy distributionsone sided Cauchy distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (2)

Some analytical results on bivariate stable distributions with an application in operational risk ⋮ A note on the Cauchy-type mixture distributions

Cites Work

• Unnamed Item
• A class of discrete distributions induced by stable laws
• Analytic and asymptotic properties of generalized Linnik probability densities
• Exponential mixture representation of geometric stable distributions
• A mixture representation of the Linnik distribution
• Analytic and asymptotic properties of non-symmetric Linnik's probability densities
• Chance and Stability

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