Precise tabulation of the maximally-skewed stable distributions and densities

DOI10.1016/S0167-9473(96)00039-4zbMATH Open0875.62631OpenAlexW2074851072MaRDI QIDQ673281FDOQ673281

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The Durbin-Watson ratio under infinite-variance errors
• A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
• Simple consistent estimators of stable distribution parameters
• Bayesian Inference for Stable Distributions
• Can one see \(\alpha\)-stable variables and processes?
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• Tables and graphs of the stable probability density functions
• On the Parametrization of the Afocal Stable Distributions
• On the relation between GARCH and stable processes
• Stable processes and related topics: A selection of papers from the Mathematical Sciences Institute Workshop, January 9-13, 1990, Cornell University, Ithaca, NY (USA)
• Distribution function values for logstable distributions
• Title not available (Why is that?)
• Cumulative distribution function values for symmetric standardized stable distributions
• Title not available (Why is that?)

Cited In (6)

• An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
• A simple robust estimation method for the thickness of heavy tails
• Finite difference approximations for a fractional advection diffusion problem
• Distribution function values for logstable distributions
• Tables of cumulative distribution functions and percentiles of the standardized stable random variables
• Wavelet variances for heavy-tailed time series

Uses Software

• SYMSTB

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