A note on the infinite divisibility of a class of transformations of normal variables
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Publication:470385
DOI10.1214/12-BJPS187zbMATH Open1298.60028arXiv1103.5220MaRDI QIDQ470385FDOQ470385
Authors: A. Murillo-Salas, F. J. Rubio 
Publication date: 12 November 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Abstract: This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We relate our result with some known skewing mechanisms.
Full work available at URL: https://arxiv.org/abs/1103.5220
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Cited In (4)
- On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions
- Letter to the editor [Division of independent variable and transcendence].
- On the infinite divisibility of skewed distributions generated by the normal kernel
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