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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. Devroye, Luc, 1990. "A note on linnik's distribution," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 305-306, April.
    2. Anderson, Dale N., 1992. "A multivariate Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 333-336, July.
    3. Devroye, Luc, 1993. "A triptych of discrete distributions related to the stable law," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 349-351, December.
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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. Halvarsson, Daniel, 2013. "On the Estimation of Skewed Geometric Stable Distributions," Ratio Working Papers 216, The Ratio Institute.
    3. Victor Korolev & Andrey Gorshenin & Konstatin Belyaev, 2019. "Statistical Tests for Extreme Precipitation Volumes," Mathematics, MDPI, vol. 7(7), pages 1-20, July.
    4. 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.
    5. Kozubowski, Tomasz J., 1998. "Mixture representation of Linnik distribution revisited," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 157-160, June.
    6. 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.
    7. Dexter Cahoy, 2012. "An estimation procedure for the Linnik distribution," Statistical Papers, Springer, vol. 53(3), pages 617-628, August.
    8. Pakes, Anthony G., 1998. "Mixture representations for symmetric generalized Linnik laws," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 213-221, March.

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