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    Article

    Skew-Normal-Cauchy Linear Mixed Models

    In this work, a flexible class of linear mixed models is introduced by assuming that the random effects and model errors follow a skew-normal-Cauchy distribution. The likelihood function and the information ma...

    F. Kahrari, C. S. Ferreira, R. B. Arellano-Valle in Sankhya B (2019)

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    \(L\) -statistics from multivariate unified skew-elliptical distributions

    We study here the distributions of order statistics and linear combinations of order statistics from a multivariate unified skew-elliptical distribution. We show that these distributions can be expressed as mi...

    R. B. Arellano-Valle, Ahad Jamalizadeh, H. Mahmoodian, N. Balakrishnan in Metrika (2014)

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    Article

    A note on the simple structural regression model

    In this paper we investigate some aspects like estimation and hypothesis testing in the simple structural regression model with measurement errors. Use is made of orthogonal parametrizations obtained in the li...

    R. B. Arellano-Valle, H. Bolfarine in Annals of the Institute of Statistical Mathematics (1996)

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    Article

    A predictivistic interpretation of the multivariatet distribution

    De Finetti type theorems characterize models in terms of invariance. The idea is to take observables, postulate symmetry and then represent the model as a mixture of standard parametric models. If additional c...

    R. B. Arellano-Valle, H. Bolfarine, P. L. Iglesias in Test (1994)