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

DOI10.2307/3316064zbMATH Open1039.62047OpenAlexW2077321682MaRDI QIDQ4454063FDOQ4454063

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

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)

• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Robust statistical modelling using the multivariate skew \(t\) distribution with complete and incomplete data
• 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
• Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
• 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
• Singular extended skew-elliptical distributions
• Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
• An EM estimation approach for analyzing bivariate skew normal data with non monotone missing values
• Application of skew-normal distribution for detecting differential expression to microRNA data
• On some study of skew-\(t\) distributions
• Robust skew-\(t\) factor analysis models for handling missing data
• Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates
• Local influence analysis for regression models with scale mixtures of skew-normal distributions
• On the existence of some skew-Gaussian random field models
• Nonparametric Bayesian modelling using skewed Dirichlet processes
• Model-based clustering of censored data via mixtures of factor analyzers
• Skew random effects in multilevel binomial models
• Bayesian analysis of multivariate stochastic volatility with skew return distribution
• Bayesian segmental growth mixture Tobit models with skew distributions
• Bayesian analysis of some models that use the asymmetric exponential power distribution
• Robust joint non-linear mixed-effects models and diagnostics for censored HIV viral loads with CD4 measurement error
• Time series models based on the unrestricted skew-normal process
• Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles
• Diagnostics analysis for skew-normal linear regression models: applications to a quality of life dataset
• A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution
• Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes
• Mixtures of hidden truncation hyperbolic factor analyzers
• Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution
• Bayesian semiparametric nonlinear mixed-effects joint models for data with skewness, missing responses, and measurement errors in covariates
• Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
• Finite mixtures of skew Laplace normal distributions with random skewness
• A robust factor analysis model using the restricted skew-\(t\) distribution
• Bayesian variable selection in linear regression models with non-normal errors
• Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data
• Finite mixtures of multivariate skew Student's \(t\) distributions with independent logistic skewing functions
• Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers
• Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings
• Multivariate inverse Gaussian and skew-normal densities
• Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution
• Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
• Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients
• Analysis of multivariate skew normal models with incomplete data
• Location-scale mixture of skew-elliptical distributions: looking at the robust modeling
• Skew-normal factor analysis models with incomplete data
• A new robust class of skew elliptical distributions
• On multivariate skewness and kurtosis
• Bayesian skew selection for multivariate models
• 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
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• On a class of multivariate normal selection priors and its applications in Bayesian inference
• 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
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• A multiple group item response theory model with centered skew-normal latent trait distributions under a Bayesian framework
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• 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
• Bayesian inference for skew-normal linear mixed models
• Latent residual analysis in binary regression with skewed link
• Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model
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