A Note on the Infinite Divisibility of Skew-Symmetric Distributions
nÖnite divisibility of some of the most important symmetric distributions skewed by an additive component is investigated. We Önd in particular that the skew-normal distribution of Azzalini (1985) and the multivariate skew-normal distribution of Azza- lini and Dalla Valle (1996) are not inÖnitely di...
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| Format: | report |
| Status: | Published version |
| Publication Date: | 2004 |
| Country: | México |
| Institution: | Centro de Investigación en Matemáticas |
| Repository: | Repositorio Institucional CIMAT |
| Language: | English |
| OAI Identifier: | oai:cimat.repositorioinstitucional.mx:1008/685 |
| Online Access: | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/685 |
| Access Level: | Open access |
| Keyword: | info:eu-repo/classification/MSC/Distribución, Teoria de info:eu-repo/classification/cti/1 info:eu-repo/classification/cti/12 info:eu-repo/classification/cti/1209 info:eu-repo/classification/cti/120907 |
| Summary: | nÖnite divisibility of some of the most important symmetric distributions skewed by an additive component is investigated. We Önd in particular that the skew-normal distribution of Azzalini (1985) and the multivariate skew-normal distribution of Azza- lini and Dalla Valle (1996) are not inÖnitely divisible. |
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