On the infinite divisibility of some skewed symmetric distributions

DOI10.1016/J.SPL.2006.09.014MaRDI QIDQ2643746zbMATH OpenOpenAlexWikidataFDO

Authors J. Armando Domínguez-Molina, Alfonso Rocha-Arteaga

Publication date 27 August 2007

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

Full work available at URL https://doi.org/10.1016/j.spl.2006.09.014

zbMATH Keywords

skew-normal distributionself-decomposabilityOrnstein-Uhlenbeck type processskew-Laplace distributionadditively skewed distributionskew-Cauchy distributionskew-Student distributionLévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

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Cites work

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• Infinite divisibility and the waiting-time paradox
• Multivariate T-Distributions and Their Applications
• Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
• On multivariate infinitely divisible distributions
• On the self-decomposability of the half-Cauchy distribution
• Some Skewed Multivariate Distributions
• The multivariate skew-normal distribution

Cited in

(13)

• Normal quantum channels and Markovian correlated two-qubit quantum errors
• scientific article; zbMATH DE number 5356223 (Why is no real title available?)
• scientific article; zbMATH DE number 7148060 (Why is no real title available?)
• On infinite divisibility of some probability distributions
• A general class of univariate skew distributions considering Stein's lemma and infinite divisibility
• Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
• The Logarithmic Skew-Normal Distributions are Moment-Indeterminate
• Mean mixtures of normal distributions: properties, inference and application
• On the infinite divisibility of scale mixtures of symmetric α-stable distributions, α∈(0,1]
• 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
• Infinite divisibility of skew Gaussian and Laplace laws
• The Tracy-Widom distribution is not infinitely divisible

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