Precise tabulation of the maximally-skewed stable distributions and densities

DOI10.1016/S0167-9473(96)00039-4MaRDI QIDQ673281zbMATH OpenOpenAlexFDO

Authors J. Huston McCulloch, Don B. Panton

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)

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Cites work

• scientific article; zbMATH DE number 3919440 (Why is no real title available?)
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 3318356 (Why is no real title available?)
• A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
• Bayesian Inference for Stable Distributions
• Can one see \(\alpha\)-stable variables and processes?
• Cumulative distribution function values for symmetric standardized stable distributions
• Distribution function values for logstable distributions
• On the Parametrization of the Afocal Stable Distributions
• On the relation between GARCH and stable processes
• Simple consistent estimators of stable distribution parameters
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• Stable processes and related topics: A selection of papers from the Mathematical Sciences Institute Workshop, January 9-13, 1990, Cornell University, Ithaca, NY (USA)
• Tables and graphs of the stable probability density functions
• The Durbin-Watson ratio under infinite-variance errors

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

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