Inference in two-piece location-scale models with Jeffreys priors
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Cites work
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- A note on reference priors for the scalar skew-normal distribution
- A note on rescalings, reparametrizations and classes of distributions
- An invariant form for the prior probability in estimation problems
- Asymmetric type II compound Laplace distribution and its application to microarray gene expression
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- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian inference for the skewness parameter of the scalar skew-normal distribution
- Error Distribution for Gene Expression Data
- Inference for grouped data with a truncated skew-Laplace distribution
- Jeffreys' prior is asymptotically least favorable under entropy risk
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- Objective priors for the bivariate normal model
- On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
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- On parameter orthogonality in symmetric and skew models
- Recent advances on Bayesian inference for \(P(X < Y)\)
- Statistical inference for a general class of asymmetric distributions
- The epsilon-skew-normal distribution for analyzing near-normal data
- The formal definition of reference priors
- Time series models with asymmetric Laplace innovations
Cited in
(31)- A robust class of homoscedastic nonlinear regression models
- Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
- A two-piece normal measurement error model
- A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation
- Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula
- Robust mixture modeling based on two-piece scale mixtures of normal family
- Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
- Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
- The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data
- Survival and lifetime data analysis with a flexible class of distributions
- Bayesian analysis of two-piece location-scale models under reference priors with partial information
- Flexible linear mixed models with improper priors for longitudinal and survival data
- Natural (non-)informative priors for skew-symmetric distributions
- On the independence Jeffreys prior for skew-symmetric models
- Weakly Informative Reparameterizations for Location-Scale Mixtures
- Flexible objective Bayesian linear regression with applications in survival analysis
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
- On a prior based on the Wasserstein information matrix
- Comment on article by Rubio and Steel
- Two-piece location-scale distributions based on scale mixtures of normal family
- Rejoinder: ``Inference in two-piece location-scale models with Jeffreys priors
- Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation
- On a transform for modeling skewness
- On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions
- Objective Bayesian analysis of skew-\(t\) distributions
- Flexible asymmetric multivariate distributions based on two-piece univariate distributions
- On modelling asymmetric data using two-piece sinh-arcsinh distributions
- Tractable Bayesian variable selection: beyond normality
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
- Jeffreys priors for mixture estimation: properties and alternatives
- Loss-based approach to two-piece location-scale distributions with applications to dependent data
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