Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
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Publication:887248
DOI10.1214/15-EJS1060zbMath1331.62090arXiv1406.7674MaRDI QIDQ887248
Mark F. J. Steel, Francisco J. Rubio
Publication date: 28 October 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.7674
posterior existence; prior elicitation; model comparison; scale mixtures of normals; unimodal continuous distributions
Related Items
Letter to the editor: On the use of improper priors for the shape parameters of asymmetric exponential power models, On modelling asymmetric data using two-piece sinh-arcsinh distributions, Creating new distributions by blunting cusps, Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula, Objective Bayesian analysis for the multivariate skew-\(t\) model, Flexible linear mixed models with improper priors for longitudinal and survival data
Uses Software
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