Objective Bayesian Analysis of Skew‐t Distributions

DOI10.1111/j.1467-9469.2011.00779.xzbMath1259.62008OpenAlexW1572039738MaRDI QIDQ4911966

Marc G. Genton, Brunero Liseo, Márcia D'Elia Branco

Publication date: 20 March 2013

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00779.x

zbMATH Keywords

approximationmaximum likelihood estimatormaximum a posteriori estimatorskew-symmetricJeffreys priorskew-normal

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

Prior distributions for objective Bayesian analysis, Objective Bayesian analysis for the multivariate skew-\(t\) model, Bayesian analysis of censored linear regression models with scale mixtures of normal distributions, On the independence Jeffreys prior for skew-symmetric models, Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach, An overview on the progeny of the skew-normal family -- a personal perspective, Bayesian Spatial Inversion and Conjugate Selection Gaussian Prior Models, Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias

Uses Software

• sn

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