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Análise bayesiana objetiva para as distribuições normal generalizada e lognormal generalizada
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2014-11-21)
The Generalized Normal (GN) and Generalized lognormal (logGN) distributions are flexible for accommodating features present in the data that are not captured by traditional distribution, such as the normal and the lognormal ...
Robust mixture modeling based on scale mixtures of skew-normal distributions
(Elsevier Science BvAmsterdamHolanda, 2010)
Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population
(Elsevier Science BvAmsterdamHolanda, 2012)
Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
(BRAZILIAN STATISTICAL ASSOCIATION, 2021)
The class of generalized hyperbolic (GH) distributions is generated by a mean-variance mixture of a multivariate Gaussian with a generalized inverse Gaussian (GIG) distribution. This rich family of GH distributions includes ...
Shape mixtures of multivariate skew-normal distributions
(ELSEVIER INC, 2009)
Classes of shape mixtures of independent and dependent multivariate skew-normal distributions are considered and some of their main properties are studied. If interpreted from a Bayesian point of view, the results obtained ...
Linear Censored Regression Models With Scale Mixtures Of Normal Distributions
(Springer New York LLC, 2015)
Scale and shape mixtures of multivariate skew-normal distributions
(2018)
We introduce a broad and flexible class of multivariate distributions obtained by both scale and shape mixtures of multivariate skew-normal distributions. We present the probabilistic properties of this family of distributions ...
Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach
(ELSEVIER SCIENCE BV, 2014)
Linear regression models where the response variable is censored are often considered in statistical analysis. A parametric relationship between the response variable and covariates and normality of random errors are ...
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
(Elsevier B.V., 2010-12-01)
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative ...
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
(Elsevier B.V., 2010-12-01)
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative ...