A new class of multivariate skew distributions with applications to Bayesian regression models

Canadian Journal of Statistics

Volumn 31, Issue 2, 2003, Pages 129-150

  Sahu, Sujit K ^a   Dey, Dipak K ^b   Branco, Márcia D ^c  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^b UNIVERSITY OF CONNECTICUT   (United States)

^c UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Bayesian inference; Elliptical distributions; Gibbs sampler; Heavy tailed error distribution, Markov chain Monte Carlo; Multivariate skewness

Indexed keywords

EID: 0242595939     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3316064     Document Type: Article

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