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stat.ME2017
Objective Bayesian analysis for the multivariate skew-t model
Antonio Parisi, Brunero Liseo
We perform a Bayesian analysis of the p-variate skew-t model, providing a new parameterization, a set of non-informative priors and a sampler specifically designed to explore the p…
stat.ME2013
Bayesian inference for the multivariate skew-normal model: a Population Monte Carlo approach
Brunero Liseo, Antonio Parisi
Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of…