Shape mixtures of multivariate skew-normal distributions

Journal of Multivariate Analysis

Volumn 100, Issue 1, 2009, Pages 91-101

  Arellano Valle, Reinaldo B ^a   Genton, Marc G ^b,c   Loschi, Rosangela H ^d  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c TEXAS A AND M UNIVERSITY   (United States)

^d FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

Author keywords

62E15; 62H05; Bayes; Conjugacy; Regression model; Robustness; Shape parameter; Skew normal distribution; Skewness

Indexed keywords

EID: 55049099294     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.03.009     Document Type: Article

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