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Latest revision as of 20:10, 12 March 2024
Bayesian Inference for the Multivariate Skew-t Model
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mvst |
Bayesian Inference for the Multivariate Skew-t Model |
Statements
Estimates the multivariate skew-t and nested models, as described in the articles Liseo, B., Parisi, A. (2013). Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach. Comput. Statist. Data Anal. <doi:10.1016/j.csda.2013.02.007> and in Parisi, A., Liseo, B. (2017). Objective Bayesian analysis for the multivariate skew-t model. Statistical Methods & Applications <doi:10.1007/s10260-017-0404-0>.
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5 December 2023
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