A new class of skewed multivariate distributions with applications to regression analysis

Statistica Sinica

Volumn 17, Issue 2, 2007, Pages 505-529

  Ferreira, José T A S ^a   Steel, Mark F J ^b  

^a Endeavour Capital Management   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Asymmetric distributions; Bayesian inference; Heavy tails; Mardia's measure of skewness; Orthogonal matrices; Posterior propriety

Indexed keywords

EID: 34547540908     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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