Bayesian sensitivity analysis and model comparison for skew elliptical models

DOI10.1016/J.JSPI.2004.12.015zbMATH Open1102.62027OpenAlexW2086881549MaRDI QIDQ2499092FDOQ2499092

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

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zbMATH Keywords

tablesBayes factorskew-normal distributionskew distribution\(L_{1}\) distancerepresentable skew elliptical distribution

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
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• Bayes Factors
• A general class of multivariate skew-elliptical distributions
• On the theory of elliptically contoured distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Bayesian interpretation of the multivariate skew-normal distribution.
• Title not available (Why is that?)
• Bayesian analysis of outlier problems using divergence measures
• Bayesian sensitivity analysis in elliptical linear regression models
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Generalized skew-elliptical distributions and their quadratic forms

Uses Software

• QUADPACK

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