A new class of multivariate skew distributions with applications to Bayesian regression models

DOI10.1002/cjs.10023zbMath1175.62049OpenAlexW4232831374MaRDI QIDQ5192953

Sujit K. Sahu, Márcia D'Elia Branco, Dey, Dipak K.

Publication date: 10 August 2009

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

Full work available at URL: https://doi.org/10.1002/cjs.10023

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models ⋮ Definition and probabilistic properties of skew-distributions.

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