A new class of multivariate skew distributions with applications to bayesian regression models

DOI10.2307/3316064zbMATH Open1039.62047OpenAlexW2077321682MaRDI QIDQ4454063FDOQ4454063

Marcia D. Branco, Sujit K. Sahu, Dipak K. Dey

Publication date: 7 March 2004

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/fb9f2083c9299bf5ba249f81e991decdff831ce5

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zbMATH Keywords

Markov chain Monte Carloelliptical distributionsmultivariate skewnessGibbs sampler, heavy tailed error distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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Cited In (only showing first 100 items - show all)

• Mixtures of common factor analyzers for high-dimensional data with missing information
• Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors
• Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data
• Bayesian analysis for a skew extension of the multivariate null intercept measurement error model
• Jointly modeling time-to-event and longitudinal data: a Bayesian approach
• Homogeneity diagnostics for skew-normal nonlinear regression models
• Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
• Mixtures of skew-\(t\) factor analyzers
• Parsimonious skew mixture models for model-based clustering and classification
• Bayesian modeling using a class of bimodal skew-elliptical distributions
• Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms
• Likelihood-based inference for multivariate skew scale mixtures of normal distributions
• Title not available (Why is that?)
• An overview on the progeny of the skew-normal family -- a personal perspective
• On nomenclature for, and the relative merits of, two formulations of skew distributions
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• A class of multivariate skew-normal models
• Linear mixed models with skew-elliptical distributions: a Bayesian approach
• Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information
• A nonlinear regression model with skew-normal errors
• Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective
• Partially linear models with \(p\)-order autoregressive skew-normal errors
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
• Skew-normal Bayesian spatial heterogeneity panel data models
• Second-order nonlinear least squares estimation
• A new skew-bimodal distribution with applications
• A non-homogeneous skew-Gaussian Bayesian spatial model
• Bayesian spatial regression models with closed skew normal correlated errors and missing observations
• A multiple group item response theory model with centered skew-normal latent trait distributions under a Bayesian framework
• Maximum likelihood estimation for multivariate skew normal mixture models
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions by A. Azzalini, R. Browne, M. Genton, and P. McNicholas
• Skew-normal semiparametric varying coefficient model and score test
• On fundamental skew distributions
• The multivariate skew-slash distribution
• Bayesian inference for a skew-normal IRT model under the centred parameterization
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Latent residual analysis in binary regression with skewed link
• Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model
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• Approximate Bayesian inference in spatial GLMM with skew normal latent variables
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• Statistical diagnostics for skew-t-normal nonlinear models
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• Canonical transformations of skew-normal variates
• Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads
• Mixed-effects Tobit joint models for longitudinal data with skewness, detection limits, and measurement errors
• Multivariate mixture modeling using skew-normal independent distributions
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• Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
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• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Analytic calculations for the EM algorithm for multivariate skew-\(t\) mixture models
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• Some results on the truncated multivariate \(t\) distribution
• Bayesian analysis of longitudinal ordered data with flexible random effects using McMC: application to diabetic macular Edema data
• A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
• A Skew Extension of the T-Distribution, with Applications
• Bimodal skew-symmetric normal distribution
• Model-based clustering and classification with non-normal mixture distributions
• Extending mixtures of factor models using the restricted multivariate skew-normal distribution
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
• Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
• Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data
• A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
• An advancement in clustering via nonparametric density estimation
• Skew scale mixtures of normal distributions: properties and estimation
• Bayesian density estimation using skew Student-\(t\)-normal mixtures
• Bayesian Inference for Skew-normal Linear Mixed Models
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Vector autoregression models with skewness and heavy tails
• A flexible class of parametric distributions for Bayesian linear mixed models
• A flexible extension of skew generalized normal distribution
• Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
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• Modelling exchange rate returns: which flexible distribution to use?
• Model-based clustering
• Gram-Charlier densities: a multivariate approach
• Flexible Modelling via Multivariate Skew Distributions
• Autoregressive time series analysis of variance with skew normal innovations
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• A random-effects regression model based on the odd log-logistic skew normal distribution
• Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
• Application of skew-normal distribution for detecting differential expression to microRNA data
• Bayesian Semiparametric Nonlinear Mixed‐Effects Joint Models for Data with Skewness, Missing Responses, and Measurement Errors in Covariates
• Robust skew-\(t\) factor analysis models for handling missing data
• Robust statistical modelling using the multivariate skew t distribution with complete and incomplete data
• Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates
• Bayesian analysis of multivariate mixed models for a prospective cohort study using skew-elliptical distributions
• Local influence analysis for regression models with scale mixtures of skew-normal distributions

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