Objective Bayesian analysis of skew-t distributions
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Publication:4911966
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Cites work
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- A note on reference priors for the scalar skew-normal distribution
- Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Estimating a Product of Means: Bayesian Analysis with Reference Priors
- Flexible Class of Skew-Symmetric Distributions
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- Multivariate Student-t regression models: Pitfalls and inference
- Objective Bayesian analysis for the Student-t regression model
- Powering up with space-time wind forecasting
- Reference priors with partial information
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Skewed distributions generated by the normal kernel.
- Statistical Applications of the Multivariate Skew Normal Distribution
- The formal definition of reference priors
- The Skew-normal Distribution and Related Multivariate Families*
Cited in
(23)- Prior distributions for objective Bayesian analysis
- Objective Bayesian analysis for the multivariate skew-\(t\) model
- Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach
- An overview on the progeny of the skew-normal family -- a personal perspective
- Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis
- On the independence Jeffreys prior for skew-symmetric models
- A note on reference priors for the scalar skew-normal distribution
- Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias
- A matching prior for the shape parameter of the skew-normal distribution
- Objective Bayesian analysis for the Student-t regression model
- Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution
- Natural (non-)informative priors for skew-symmetric distributions
- Objective Bayesian modelling of insurance risks with the skewed Student-\(t\) distribution
- Bayesian spatial inversion and conjugate selection Gaussian prior models
- A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution
- Bayesian analysis of censored linear regression models with scale mixtures of normal distributions
- Bayesian estimation of random parameter models of responses with normal and skew-t distibutions evidence from Monte Carlo simulation
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family
- Comment on article by Rubio and Steel
- A monotone data augmentation algorithm for multivariate nonnormal data: with applications to controlled imputations for longitudinal trials
- Conjugacy and approximation properties of skew-symmetric distributions in statistical inference
- Bayesian linear regression with skew-symmetric error distributions with applications to survival analysis
- Inference in two-piece location-scale models with Jeffreys priors
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