Infinite divisibility of skew Gaussian and Laplace laws

DOI10.1016/j.spl.2007.09.027zbMath1147.60008OpenAlexW2002353381MaRDI QIDQ2483436

Tomasz J. Kozubowski, John P. Nolan

Publication date: 28 April 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.027

zbMATH Keywords

simulationinfinite divisibilityskew-normal distributionasymetric Laplace Law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

A family of skew-symmetric-Laplace distributions ⋮ A general class of univariate skew distributions considering Stein's lemma and infinite divisibility ⋮ A note on the infinite divisibility of a class of transformations of normal variables ⋮ The Two-Piece Normal-Laplace Distribution ⋮ Testing skew-symmetry based on extreme ranked set sampling ⋮ Mean mixtures of normal distributions: properties, inference and application

Uses Software

• sn

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