Precise tabulation of the maximally-skewed stable distributions and densities
From MaRDI portal
Publication:673281
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Durbin-Watson ratio under infinite-variance errors
- Stable processes and related topics: A selection of papers from the Mathematical Sciences Institute Workshop, January 9-13, 1990, Cornell University, Ithaca, NY (USA)
- Can one see \(\alpha\)-stable variables and processes?
- Distribution function values for logstable distributions
- On the relation between GARCH and stable processes
- Simple consistent estimators of stable distribution parameters
- Cumulative distribution function values for symmetric standardized stable distributions
- Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
- 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
This page was built for publication: Precise tabulation of the maximally-skewed stable distributions and densities