Bayesian Inference for Shape Mixtures of Skewed Distributions, with Application to Regression Analysis

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dc.contributor.authorArellano Valle, Reinaldo B.
dc.contributor.authorCastro, Luis M.
dc.contributor.authorGenton, Marc G.
dc.contributor.authorGomez, Hector W.
dc.date.accessioned2024-01-10T13:46:20Z
dc.date.available2024-01-10T13:46:20Z
dc.date.issued2008
dc.description.abstractWe 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 particular, we show that the full posterior of the skew-normal regression model parameters is proper under an arbitrary proper prior for the shape parameter and noninformative prior for the other parameters. We implement a convenient hierarchical representation in order to obtain the corresponding posterior analysis. We illustrate our approach with an application to a real dataset on characteristics of Australian male athletes.
dc.description.funderFONDECYT (Chile)
dc.description.funderComision Nacional de Ciencia y Tecnologia-CONICYT
dc.description.funderInternational Society
dc.description.funderNSF
dc.description.funderSwiss National Science Foundation
dc.fechaingreso.objetodigital2024-05-15
dc.format.extent27 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1214/08-BA320
dc.identifier.eissn1936-0975
dc.identifier.issn1931-6690
dc.identifier.urihttps://doi.org/10.1214/08-BA320
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/79149
dc.identifier.wosidWOS:000207455000009
dc.information.autorucMatemática;Arellano-Valle, R. B.;S/I;58107
dc.information.autorucFacultad de Matemáticas; Castro Cepero, Luis Mauricio; S/I; 151425
dc.issue.numero3
dc.language.isoen
dc.nota.accesocontenido completo
dc.pagina.final539
dc.pagina.inicio513
dc.publisherINT SOC BAYESIAN ANALYSIS
dc.revistaBAYESIAN ANALYSIS
dc.rightsacceso abierto
dc.subjectPosterior analysis
dc.subjectregression model
dc.subjectshape parameter
dc.subjectskewness
dc.subjectskew-normal distribution
dc.subjectsymmetry
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleBayesian Inference for Shape Mixtures of Skewed Distributions, with Application to Regression Analysis
dc.typeartículo
dc.volumen3
sipa.codpersvinculados58107
sipa.codpersvinculados151425
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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