On the infinite divisibility of some skewed symmetric distributions

被引：8

作者：

Armando Dominguez-Molina, J. ^{[1
]}

Rocha-Arteaga, Alfonso

机构：

[1] Univ Guanajuato, Fac Matemat, Guanajuato, Mexico

[2] Univ Autonoma Sinaloa, Escuela Ciencias Fisicomatemat, Sinaloa, Mexico

来源：

STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 06期

关键词：

additively skewed distribution; skew-normal distribution; skew-Cauchy distribution; skew-student t distribution; skew-Laplace distribution; self-decomposability; Levy process; Ornstein-Uhlenbeck type process;

D O I：

10.1016/j.spl.2006.09.014

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Infinite divisibility of some symmetric distributions skewed by an additive component is investigated. We find in particular that the skew-normal distribution of Azzalim [1985. A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178] and the multivariate skew-normal distribution of Azzalini and Dalla Valle [1996. The multivariate skew-normal distribution. Biometrika 83, 715-7261 are not infinitely divisible. (c) 2006 Elsevier B.V. All rights reserved.

引用

页码：644 / 648

页数：5

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