A skew Gaussian decomposable graphical model

DOI10.1016/j.jmva.2015.08.011zbMath1331.62280arXiv1309.5192OpenAlexW1717908288WikidataQ57266325 ScholiaQ57266325MaRDI QIDQ5964274

Finn Lindgren, Hamid Zareifard, Majid Jafari Khaledi, Håvard Rue

Publication date: 29 February 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5192

zbMATH Keywords

conditional independencedecomposable graphical modelsmultivariate closed skew normal distributionnoninformative prior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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Uses Software

• GMRFLib
• sn
• bvarsv
• MIM

Cites Work

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