Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
نویسندگان
چکیده
منابع مشابه
Bayesian Inference for Shape Mixtures of Skewed Distributions, with Application to Regression Analysis
We introduce a class of shape mixtures of skewed distributions and study some of its main properties. We discuss a Bayesian interpretation and some invariance results of the proposed class. We develop a Bayesian analysis of the skew-normal, skew-generalized-normal, skew-normal-t and skew-t-normal linear regression models under some special prior specifications for the model parameters. In parti...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2008
ISSN: 1936-0975
DOI: 10.1214/08-ba320