A general class of univariate skew distributions considering Stein's lemma and infinite divisibility

DOI10.1007/S00184-010-0322-8MaRDI QIDQ421053zbMATH OpenOpenAlexWikidataFDO

Authors A. Abtahi, J. Behboodian, Maryam Sharafi

Publication date 23 May 2012

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-010-0322-8

zbMATH Keywords

hidden truncation modelmoment generating functionStein's lemma

Mathematics Subject Classification ID

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

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Cites work

• A Constructive Representation of Univariate Skewed Distributions
• A general class of multivariate skew-elliptical distributions
• A New Class of Skew-Normal Distributions
• An inverse problem for a class of continuous distributions with skewness
• Extensions of Stein's Lemma for the Skew-Normal Distribution
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 4058622 (Why is no real title available?)
• Infinite divisibility of skew Gaussian and Laplace laws
• On the infinite divisibility of some skewed symmetric distributions
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• The multivariate skew-normal distribution
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(5)

• Applications of skew models using generalized logistic distribution
• On the infinite divisibility of some skewed symmetric distributions
• scientific article; zbMATH DE number 5356223 (Why is no real title available?)
• A note on the infinite divisibility of a class of transformations of normal variables
• Methods for generating families of univariate continuous distributions in the recent decades

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