Browsing by Author "Loschi, Rosangela H."

Now showing 1 - 4 of 4
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    Change Point Detection in The Skew-Normal Model Parameters
    (2013) Arellano Valle, Reinaldo Boris; Castro Cepero, Luis Mauricio; Loschi, Rosangela H.
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    Maximum likelihood methods in a robust censored errors-in-variables model
    (2015) Rocha, Gustavo H. M. A.; Arellano Valle, Reinaldo Boris; Loschi, Rosangela H.
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    Shape mixtures of multivariate skew-normal distributions
    (ELSEVIER INC, 2009) Arellano Valle, Reinaldo B.; Genton, Marc G.; Loschi, Rosangela H.
    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. (C) 2008 Elsevier Inc. All rights reserved.
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    Test procedures based on combination of Bayesian evidences for H-0
    (BRAZILIAN STATISTICAL ASSOCIATION, 2012) Loschi, Rosangela H.; Santos, Cristiano C.; Arellano Valle, Reinaldo B.
    We introduce two procedures for testing which are based on pooling the posterior evidence for the null hypothesis provided by the full Bayesian significance test and the posterior probability for the null hypothesis. Although the proposed procedures can be used in more general situations, we focus attention in tests for a precise null hypothesis. We prove that the proposed procedure based on the linear operator is a Bayes rule. We also verify that it does not lead to the Jeffreys Lindley paradox. For a precise null hypothesis, we prove that the procedure based on the logarithmic operator is a generalization of Jeffreys test. We apply the results to some well-known probability families. The empirical results show that the proposed procedures present good performances. As a by-product we obtain tests for normality under the skew-normal one.