Infinite divisibility of skew Gaussian and Laplace laws

DOI10.1016/J.SPL.2007.09.027zbMATH Open1147.60008OpenAlexW2002353381MaRDI QIDQ2483436FDOQ2483436

Authors: 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

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zbMATH Keywords

simulationinfinite divisibilityskew-normal distributionasymetric Laplace Law

Mathematics Subject Classification ID

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

Cites Work

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• Bayes estimation subject to uncertainty about parameter constraints
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• On the skew Laplace distribution
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Cited In (11)

• Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model
• Title not available (Why is that?)
• A general class of univariate skew distributions considering Stein's lemma and infinite divisibility
• Testing skew-symmetry based on extreme ranked set sampling
• Mean mixtures of normal distributions: properties, inference and application
• On the infinite divisibility of skewed distributions generated by the normal kernel
• A note on the infinite divisibility of a class of transformations of normal variables
• On the infinite divisibility of some skewed symmetric distributions
• The two-piece normal-Laplace distribution
• A family of skew-symmetric-Laplace distributions
• Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits

Uses Software

• sn

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