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

DOI10.2307/3316064zbMath1039.62047MaRDI QIDQ4454063

Dey, Dipak K., Sujit K. Sahu, Márcia D'Elia Branco

Publication date: 7 March 2004

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

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

zbMATH Keywords

Markov chain Monte Carlo; elliptical distributions; multivariate skewness; Gibbs sampler, heavy tailed error distribution

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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