Bayesian sensitivity analysis and model comparison for skew elliptical models

DOI10.1016/J.JSPI.2004.12.015MaRDI QIDQ2499092zbMATH OpenOpenAlexFDO

Authors 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

\(L_{1}\) distanceBayes factorrepresentable skew elliptical distributionskew distributionskew-normal distributiontables

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

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Cites work

• A Bayesian interpretation of the multivariate skew-normal distribution.
• A general class of multivariate skew-elliptical distributions
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Bayes Factors
• Bayesian analysis of outlier problems using divergence measures
• Bayesian sensitivity analysis in elliptical linear regression models
• Generalized skew-elliptical distributions and their quadratic forms
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 946667 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• On the theory of elliptically contoured distributions

Cited in

(2)

• Tests in skew–normal regression models
• Statistical test corrections for the skew-t regression model in small samples

Describes a project that uses

Uses Software

• QUADPACK

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