Precise tabulation of the maximally-skewed stable distributions and densities

DOI10.1016/S0167-9473(96)00039-4zbMath0875.62631OpenAlexW2074851072MaRDI QIDQ673281

Don B. Panton, J. Huston McCulloch

Publication date: 28 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(96)00039-4

zbMATH Keywords

Maximally-skewed stable distributionsNumerical quadratureZolotarev integrals

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15) Statistical tables (62Q05)

Related Items (max. 100)

An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization ⋮ Finite difference approximations for a fractional advection diffusion problem ⋮ A simple robust estimation method for the thickness of heavy tails

Uses Software

• SYMSTB

Cites Work

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• Tables and graphs of the stable probability density functions
• A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
• Bayesian Inference for Stable Distributions
• On the Parametrization of the Afocal Stable Distributions

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