Shape mixtures of multivariate skew-normal distributions

dc.contributor.authorArellano Valle, Reinaldo B.
dc.contributor.authorGenton, Marc G.
dc.contributor.authorLoschi, Rosangela H.
dc.date.accessioned2024-01-10T14:21:38Z
dc.date.available2024-01-10T14:21:38Z
dc.date.issued2009
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.description.funderFONDECYT (Chile)
dc.description.funderNSF
dc.description.funderSwiss National Science Foundation
dc.description.funderCNPq (Conselho Nacional de Desenvolvimento Cientifico e Tecnologico) of the Ministry for Science and Technology of Brazil
dc.fechaingreso.objetodigital17-04-2024
dc.format.extent11 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jmva.2008.03.009
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1016/j.jmva.2008.03.009
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/79736
dc.identifier.wosidWOS:000261040700007
dc.information.autorucMatemática;Arellano-Valle R;S/I;58107
dc.issue.numero1
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final101
dc.pagina.inicio91
dc.publisherELSEVIER INC
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectBayes
dc.subjectConjugacy
dc.subjectShape parameter
dc.subjectSkewness
dc.subjectSkew-normal distribution
dc.subjectRegression model
dc.subjectRobustness
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleShape mixtures of multivariate skew-normal distributions
dc.typeartículo
dc.volumen100
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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