A class of continuous kernels and Cauchy type heavy tail distributions

作者：Soltani A R; Tafakori L^*

来源：Statistics & Probability Letters, 2013, 83(4): 1018-1027.

DOI：10.1016/j.spl.2012.12.024

• One sided Cauchy distributions
• Linnik distribution
• Stable distributions
• Mixture of Cauchy distributions

We shed light on an interesting class of one sided continuous kernels on [0, infinity). 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.

• 出版日期2013-4