Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145189 | Journal of Multivariate Analysis | 2016 | 15 Pages |
Abstract
This paper proposes a novel decomposable graphical model to accommodate skew Gaussian graphical models. We encode conditional independence structure among the components of the multivariate closed skew normal random vector by means of a decomposable graph so that the pattern of zero off-diagonal elements in the precision matrix corresponds to the missing edges of the given graph. We present conditions that guarantee the propriety of the posterior distributions under the standard noninformative priors for mean vector and precision matrix, and a proper prior for skewness parameter. The identifiability of the parameters is investigated by a simulation study. Finally, we apply our methodology to two data sets.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Hamid Zareifard, Håvard Rue, Majid Jafari Khaledi, Finn Lindgren,