8 citations · 23 across the 16 of their papers we have counts for
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stat.ME2013★ 1 cited
On the Independence Jeffreys prior for skew--symmetric models with applications
F. J. Rubio, B. Liseo
We study the Jeffreys prior of the skewness parameter of a general class of scalar skew--symmetric models. It is shown that this prior is symmetric about 0, proper, and with tails…
stat.AP2013★ 2 cited
On modelling asymmetric data using two-piece sinh-arcsinh distributions
F. J. Rubio, E. O. Ogundimu, J. L. Hutton
We introduce the univariate two--piece sinh-arcsinh distribution, which contains two shape parameters that separately control skewness and kurtosis. We show that this new model can…
stat.ME2013★ 3 cited
A Simple Approach to Maximum Intractable Likelihood Estimation
F. J. Rubio, Adam M. Johansen
Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Such a view, combined wit…