A note on reference priors for the scalar skew-normal distribution
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Publication:2581888
DOI10.1016/j.jspi.2004.06.062zbMath1077.62017MaRDI QIDQ2581888
Brunero Liseo, Nicola M. R. Loperfido
Publication date: 10 January 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.06.062
Jeffreys' prior; skewness; reference prior; integrated likelihood; objective Bayes inference; anomalies of MLE
62F15: Bayesian inference
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A unified view on skewed distributions arising from selections, A default Bayesian procedure for the generalized Pareto distribution, Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
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