Objective Bayesian analysis for the multivariate skew-\(t\) model

DOI10.1007/S10260-017-0404-0zbMath1396.62043arXiv1705.01282OpenAlexW2962807906MaRDI QIDQ1663612

Brunero Liseo, Antonio Parisi

Publication date: 21 August 2018

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.01282

zbMATH Keywords

skewnessmultivariate skew-\(t\) modelmultivariate skew-normal modelobjective Bayes inferencepopulation Monte Carlo sampler

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items (2)

mvst ⋮ mvst

Uses Software

• R
• mvtnorm
• mnormt
• GSL
• Stata
• mixsmsn
• Mcmcpack
• sn
• Rcpp
• RcppGSL
• Emmixuskew
• skewnreg

Cites Work

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