A general class of univariate skew distributions considering Stein’s lemma and infinite divisibility
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References listed on IDEAS
- 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.
- 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.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, EconWPA.
- 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.
- 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.
More about this item
KeywordsSkew distribution; Hidden truncation model; Moment generating function; Stein’s lemma; Infinite divisibility;
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