A Bayesian interpretation of the multivariate skew-normal distribution.
From MaRDI portal
Publication:1424454
DOI10.1016/S0167-7152(02)00398-XzbMath1101.62342MaRDI QIDQ1424454
Brunero Liseo, Nicola M. R. Loperfido
Publication date: 14 March 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
62F15: Bayesian inference
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Related Items
Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors, The Skew-normal Distribution and Related Multivariate Families*, On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions, Additive properties of skew normal random vectors, Bayesian sensitivity analysis and model comparison for skew elliptical models, A new construction for skew multivariate distributions, On fundamental skew distributions, On the Unification of Families of Skew-normal Distributions
Cites Work