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.
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页码：644 / 648
页数：5
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