On a transform for modeling skewness

DOI10.1214/20-BJPS477MaRDI QIDQ2233664zbMATH OpenOpenAlexFDO

Authors Li Kang, Paul Damien, Stephen G. Walker

Publication date 11 October 2021

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/20-bjps477

zbMATH Keywords

auxiliary variableBayesian inferenceMarkov chain Monte Carlomixtures of uniforms

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites work

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Cited in

(8)

• An implementation of a nonlinear skewing scheme
• A family of skew distributions with mode-invariance through transformation of scale
• Skew models. II
• Measures of Location of Skew Distributions Obtained Through Box-Cox Transformations
• Bayesian estimation of electricity price risk with a multi-factor mixture of densities
• Modeling skewness in spatial data analyis without data transformation
• \(L\)-moments of asymmetric generalized distributions obtained through quantile splicing
• On the Marshall-Olkin transformation as a skewing mechanism

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