A class of continuous kernels and Cauchy type heavy tail distributions

A.R. Soltani and L. Tafakori

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1018-1027

Abstract: 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.

Keywords: One sided Cauchy distributions; Linnik distribution; Stable distributions; Mixture of Cauchy distributions (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2012.12.024

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