On describing multivariate skewed distributions: A directional approach

DOI10.1002/CJS.5550340304zbMath1104.62061OpenAlexW1983905108MaRDI QIDQ3417682

José T. A. S. Ferreira, Mark F. J. Steel

Publication date: 30 January 2007

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550340304

zbMATH Keywords

Bayes factorsmultivariate regressionprior elicitationprior matching

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Independent Factor Autoregressive Conditional Density Model

Cites Work

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