Infinite divisibility of skew Gaussian and Laplace laws

DOI10.1016/J.SPL.2007.09.027MaRDI QIDQ2483436zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• On the infinite divisibility of some skewed symmetric distributions
• scientific article; zbMATH DE number 5356223
• On the infinite divisibility of skewed distributions generated by the normal kernel
• scientific article; zbMATH DE number 5356222
• Some skew-Laplace distributions

Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 3872513 (Why is no real title available?)
• scientific article; zbMATH DE number 4199285 (Why is no real title available?)
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3980216 (Why is no real title available?)
• scientific article; zbMATH DE number 4058622 (Why is no real title available?)
• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• A Correlation Model Useful in the Study of Twins
• A class of multivariate skew-normal models
• A multivariate skew normal distribution.
• Bayes estimation subject to uncertainty about parameter constraints
• Characterization of the skew-normal distribution
• Formulation and estimation of stochastic frontier production function models
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• Methods for the two-piece normal distribution
• Moments of skew-normal random vectors and their quadratic forms
• On Bayesian Modeling of Fat Tails and Skewness
• On the sample characterization criterion for normal distributions
• On the skew Laplace distribution
• Quadratic forms in skew normal variates
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Some skew-symmetric models
• Statistical Applications of the Multivariate Skew Normal Distribution
• The Skew-normal Distribution and Related Multivariate Families*
• The epsilon-skew-normal distribution for analyzing near-normal data
• The multivariate skew-normal distribution
• The nontruncated marginal of a truncated bivariate normal distribution

Cited in

(11)

• Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model
• scientific article; zbMATH DE number 5356223 (Why is no real title available?)
• 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

Describes a project that uses

Uses Software

• sn

This page was built for publication: Infinite divisibility of skew Gaussian and Laplace laws

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2483436)