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Some properties of the unified skew-normal distribution
For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of...
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Likelihood-Based Inference for Linear Mixed-Effects Models with Censored Response Using Skew-Normal Distribution
Mixed-effects models are commonly used to fit longitudinal or repeated measures data. A complication arises when the response is censored, for...
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Expectation Propagation for the Smoothing Distribution in Dynamic Probit
The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong to the unified skew-normal family....
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Finite mixture of regression models for censored data based on the skew-t distribution
Finite mixture models have been widely used to model and analyze data from heterogeneous populations. In practical scenarios, these types of data...
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Estimation and Influence Diagnostics for the Multivariate Linear Regression Models with Skew Scale Mixtures of Normal Distributions
In this paper, we present recent results in the context of multivariate linear regression models considering that random errors follow multivariate...
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Score Tests for Intercept and Slope Parameters of Doubly Multivariate Linear Models with Skew-Normal Errors
We generalize the theory of linear models for doubly multivariate data from matrix-variate normally distributed errors to matrix-variate skew...
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Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
Conditional Autoregressive Value-at-Risk and Conditional Autoregressive Expectile have become two popular approaches for direct measurement of market...
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Unified mean-variance feature screening for ultrahigh-dimensional regression
Feature screening is a popular and efficient statistical technique in processing ultrahigh-dimensional data. When a regression model consists both...
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A Unified Bayesian Framework for Bi-overlap**-Clustering Multi-omics Data via Sparse Matrix Factorization
The advances of modern sequencing techniques have generated an unprecedented amount of multi-omics data which provide great opportunities to...
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Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications
In this paper, we propose a weighted extension of the family of multivariate Generalized Asymmetric Laplace (GAL) distributions. This extension is...
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Information quantity evaluation of multivariate SETAR processes of order one and applications
The Self-Exciting Threshold Autoregressive model (SETAR) is non-linear and considers threshold values to model time series affected by regimes. It is...
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Efficient recursive computational algorithms for multivariate t and multivariate unified skew-t distributions with applications to inference
In this paper, we establish efficient recursive algorithms for the computation of the cumulative distribution function (cdf) of multivariate...
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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...
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A skew-normal dynamic linear model and Bayesian forecasting
Dynamic linear models are typically developed assuming that both the observational and system distributions are normal. In this work, we relax this...
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Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
The assumption of equal variances is not always appropriate and different approaches for modelling variance heterogeneity have been widely studied in...
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Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
In this paper, we introduce an unrestricted skew-normal generalized hyperbolic (SUNGH) distribution for use in finite mixture modeling or clustering...
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Realized Stochastic Volatility Model
In this chapter, we further extend the SV model by incorporating a model-free volatility estimator called realized volatility. The realized...
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Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
In this chapter, by considering a np-dimensional random vector...
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Families of Discrete Circular Distributions with Some Novel Applications
We give a unified treatment of constructing families of circular discrete distributions. Some of these families are deduced from established...
