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

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  • A. Abtahi
  • J. Behboodian
  • M. Sharafi

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  • A. Abtahi & J. Behboodian & M. Sharafi, 2012. "A general class of univariate skew distributions considering Stein’s lemma and infinite divisibility," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 193-206, February.
    • Handle: RePEc:spr:metrik:v:75:y:2012:i:2:p:193-206
    DOI: 10.1007/s00184-010-0322-8
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    References listed on IDEAS

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    1. Branco, Márcia D. & Dey, Dipak K., 2001. "A General Class of Multivariate Skew-Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 99-113, October.
    2. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
    3. Adelchi Azzalini, 2005. "The Skew‐normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 159-188, June.
    4. Hamedani, G.G. & Volkmer, H., 2006. "An inverse problem for a class of continuous distributions with skewness," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 945-951, May.
    5. Domínguez-Molina, J. Armando & Rocha-Arteaga, Alfonso, 2007. "On the infinite divisibility of some skewed symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 77(6), pages 644-648, March.
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