Bayesian sensitivity analysis and model comparison for skew elliptical models

DOI10.1016/j.jspi.2004.12.015zbMath1102.62027MaRDI QIDQ2499092

Yanyan Li

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/177924

zbMATH Keywords

tables; Bayes factor; skew-normal distribution; skew distribution; \(L_{1}\) distance; representable skew elliptical distribution

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F15: Bayesian inference

Uses Software

• QUADPACK

Cites Work

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• Generalized skew-elliptical distributions and their quadratic forms
• On the theory of elliptically contoured distributions
• A Bayesian interpretation of the multivariate skew-normal distribution.
• Bayesian sensitivity analysis in elliptical linear regression models
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Bayes Factors
• Bayesian analysis of outlier problems using divergence measures
• A general class of multivariate skew-elliptical distributions