Shape mixtures of multivariate skew-normal distributions

dc.creatorArellano Valle, Reinaldo B.
dc.creatorGenton, Marc G.
dc.creatorLoschi, Rosangela H.
dc.date.accessioned2024-01-10T14:21:38Z
dc.date.accessioned2024-05-02T20:12:17Z
dc.date.available2024-01-10T14:21:38Z
dc.date.available2024-05-02T20:12:17Z
dc.date.created2024-01-10T14:21:38Z
dc.date.issued2009
dc.identifier10.1016/j.jmva.2008.03.009
dc.identifier0047-259X
dc.identifierhttps://doi.org/10.1016/j.jmva.2008.03.009
dc.identifierhttps://repositorio.uc.cl/handle/11534/79736
dc.identifierWOS:000261040700007
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/9273645
dc.description.abstractClasses 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 in this paper bring tractability to the problem of inference for the shape parameter, that is, the posterior distribution can be written in analytic form. Robust inference for location and scale parameters is also obtained under particular conditions. (C) 2008 Elsevier Inc. All rights reserved.
dc.languageen
dc.publisherELSEVIER INC
dc.rightsacceso restringido
dc.subjectBayes
dc.subjectConjugacy
dc.subjectShape parameter
dc.subjectSkewness
dc.subjectSkew-normal distribution
dc.subjectRegression model
dc.subjectRobustness
dc.titleShape mixtures of multivariate skew-normal distributions
dc.typeartículo


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