A note on the infinite divisibility of a class of transformations of normal variables

DOI10.1214/12-BJPS187zbMath1298.60028arXiv1103.5220MaRDI QIDQ470385

Francisco J. Rubio, Antonio Murillo-Salas

Publication date: 12 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.5220

zbMATH Keywords

infinite divisibilityskew normal distributionskewed distributionskewing mechanism

Mathematics Subject Classification ID

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

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