1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2023
A multidimensional objective prior distribution from a scoring rule
Isadora Antoniano-Villalobos, Cristiano Villa, Stephen G. Walker
The construction of objective priors is, at best, challenging for multidimensional parameter spaces. A common practice is to assume independence and set up the joint prior as the p…
stat.ME2016★ 1 cited
Objective Bayesian modelling of insurance risks with the skewed Student-t distribution
Fabrizio Leisen, Juan Miguel Marin, Cristiano Villa
Insurance risks data typically exhibit skewed behaviour. In this paper, we propose a Bayesian approach to capture the main features of these datasets. This work extends the methodo…