A class of continuous kernels and Cauchy type heavy tail distributions

We shed light on an interesting class of one sided continuous kernels on [0,∞). Then we present its properties, provide new integral formulas including an extension for the Kotz and Ostrovskii (1996) mixture representation, introduce a class of Cauchy type distributions, and finally enlarge the class of one sided stable densities. This study provides powerful tools in modeling erratic continuous data.

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Year of publication:	2013
Authors:	Soltani, A.R. ; Tafakori, L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1018-1027
Publisher:	Elsevier
Subject:	One sided Cauchy distributions \| Linnik distribution \| Stable distributions \| Mixture of Cauchy distributions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039813