Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach

DOI10.1016/j.csda.2013.02.007zbMath1468.62124arXiv1302.0977OpenAlexW2066500059MaRDI QIDQ1800067

Antonio Parisi, Brunero Liseo

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.0977

zbMATH Keywords

Bayes factorskewnessreference priorpopulation Monte Carloobjective Bayes inferencematrix variate regression

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

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Uses Software

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