A note on the Cauchy-type mixture distributions

DOI10.1080/00949655.2017.1296440zbMath1478.60062OpenAlexW2606092095MaRDI QIDQ5106897

Laleh Tafakori, Ahmad Reza Soltani

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1296440

zbMATH Keywords

stable distributionsLinnik distributionCauchy-type mixture distributionsone-sided Cauchy distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items

Some analytical results on bivariate stable distributions with an application in operational risk

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Discrete stable random variables
• Mixture representation of Linnik distribution revisited
• A note on Linnik's distribution
• A class of discrete distributions induced by stable laws
• Discrete analogues of self-decomposability and stability
• A triptych of discrete distributions related to the stable law
• The theory of geometric stable distributions and its use in modeling financial data
• Integral and asymptotic representations of geo-stable densities
• A note on the Linnik distributions
• Exponential mixture representation of geometric stable distributions
• Fractional moment estimation of Linnik and Mittag-Leffler parameters
• Operator geometric stable laws
• Discrete semi-stable distributions
• Analytic and asymptotic properties of Linnik's probability densities. I
• A mixture representation of the Linnik distribution
• A class of continuous kernels and Cauchy type heavy tail distributions
• Rational characteristic functions and geometric infinite divisibility
• Estimation of the tail index for lattice-valued sequences
• Positive Definite Probability Densities
• Linnik distributions and processes
• Heavy-Tail Phenomena