Pages that link to "Item:Q2445637"

The following pages link to Bayesian skew selection for multivariate models (Q2445637):

Displaying 8 items.

• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (Q276939) (← links)
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
• Objective Bayesian analysis for the multivariate skew-\(t\) model (Q1663612) (← links)
• Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach (Q1800067) (← links)
• Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
• Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
• Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
• Vector autoregression models with skewness and heavy tails (Q6106642) (← links)