Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146846 | Journal of Multivariate Analysis | 2009 | 11 Pages |
Abstract
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 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Reinaldo B. Arellano-Valle, Marc G. Genton, Rosangela H. Loschi,