Bayesian Inference for Skew-Symmetric Distributions
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Skew-symmetric distributions are a popular family of flexible distributions that conveniently model non-normal features such as skewness, kurtosis and multimodality. Unfortunately, their frequentist inference poses several difficulties, which may be adequately addressed by means of a Bayesian approach. This paper reviews the main prior distributions proposed for the parameters of skew-symmetric distributions, with special emphasis on the skew-normal and the skew-t distributions which are the most prominent skew-symmetric models. The paper focuses on the univariate case in the absence of covariates, but more general models are also discussed.
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2011 ◽
Vol 55
(1)
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pp. 353-365
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2013 ◽
Vol 23
(5)
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pp. 1023-1041
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2012 ◽
Vol 03
(10)
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pp. 1336-1345
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2020 ◽
Vol 27
(2)
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pp. 189-199