A Matching Prior for the Shape Parameter of the Skew-Normal Distribution

DOI10.1111/j.1467-9469.2011.0775.xzbMath1246.62034OpenAlexW1915798377MaRDI QIDQ2911715

Stefano Cabras, Walter Racugno, Laura Ventura, María Eugenia Castellanos

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.0775.x

zbMATH Keywords

nuisance parametersskewnesspseudo-likelihoodregression modelmodified profile likelihoodintegrated likelihoodmonotone likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

Related Items (4)

Bayesian nonparametric location-scale-shape mixtures ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ Bayesian modeling of university first-year students' grades after placement test ⋮ Bayesian robustness in change point analysis

Uses Software

• sn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
• Quasi Bayesian likelihood
• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• Accurate parametric inference for small samples
• The centred parametrization for the multivariate skew-normal distribution
• Default prior distributions from quasi- and quasi-profile likelihoods
• Formulation and estimation of stochastic frontier production function models
• Probability matching priors: Higher order asymptotics
• Noninformative priors for maximal invariant parameter in group models
• Robust likelihood functions in Bayesian inference
• Likelihood-based discrimination between separate scale and regression models
• Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
• A note on reference priors for the scalar skew-normal distribution
• Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Default Bayesian goodness-of-fit tests for the skew-normal model
• On a formula for the distribution of the maximum likelihood estimator
• On the Unification of Families of Skew-normal Distributions
• Proper likelihoods for Bayesian analysis
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Bayesian empirical likelihood
• Problems of inference for Azzalini's skewnormal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters
• The Skew-normal Distribution and Related Multivariate Families*
• Inferential Aspects of the Skew Exponential Power Distribution

This page was built for publication: A Matching Prior for the Shape Parameter of the Skew-Normal Distribution