Package: xz

"xz" package binaries on CentOS:

/usr/bin/unxz /usr/bin/xzcat /usr/bin/xz /usr/bin/xzcmp /usr/bin/xzdec /usr/bin/xzdiff /usr/bin/xzegrep /usr/bin/xzfgrep /usr/bin/xzgrep /usr/bin/xzless /usr/bin/xzmore

You may install this package on CentOS with yum install xz