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

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Publication:4454063

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DOI10.2307/3316064zbMath1039.62047OpenAlexW2077321682MaRDI QIDQ4454063

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

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

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

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Cites Work

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