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A mixture representation of the Linnik distribution

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  • Kotz, Samuel
  • Ostrovskii, I. V.

Abstract

Linnik distribution with the characteristic function [phi][alpha](t)=1/(1+t[alpha]), 0

Suggested Citation

  • Kotz, Samuel & Ostrovskii, I. V., 1996. "A mixture representation of the Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 61-64, January.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:1:p:61-64
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    References listed on IDEAS

    as
    1. Anderson, Dale N., 1992. "A multivariate Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 333-336, July.
    2. Devroye, Luc, 1993. "A triptych of discrete distributions related to the stable law," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 349-351, December.
    3. Devroye, Luc, 1990. "A note on linnik's distribution," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 305-306, April.
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    Citations

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    Cited by:

    1. Lekshmi, V. Seetha & Jose, K.K., 2006. "Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 318-326, February.
    2. Kozubowski, Tomasz J., 1998. "Mixture representation of Linnik distribution revisited," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 157-160, June.
    3. Halvarsson, Daniel, 2013. "On the Estimation of Skewed Geometric Stable Distributions," Ratio Working Papers 216, The Ratio Institute.
    4. Dexter Cahoy, 2012. "An estimation procedure for the Linnik distribution," Statistical Papers, Springer, vol. 53(3), pages 617-628, August.
    5. Victor Korolev & Andrey Gorshenin & Konstatin Belyaev, 2019. "Statistical Tests for Extreme Precipitation Volumes," Mathematics, MDPI, vol. 7(7), pages 1-20, July.
    6. Pakes, Anthony G., 1998. "Mixture representations for symmetric generalized Linnik laws," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 213-221, March.
    7. Yury Khokhlov & Victor Korolev & Alexander Zeifman, 2020. "Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems," Mathematics, MDPI, vol. 8(5), pages 1-29, May.
    8. Soltani, A.R. & Tafakori, L., 2013. "A class of continuous kernels and Cauchy type heavy tail distributions," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1018-1027.

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