Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results

N Anceschi, A Fasano, D Durante… - Journal of the American …, 2023 - Taylor & Francis
ABSTRACT A broad class of models that routinely appear in several fields can be expressed
as partially or fully discretized Gaussian linear regressions. Besides including classical …

The correlation of substitution effects across populations and generations in the presence of nonadditive functional gene action

A Legarra, CA Garcia-Baccino, YCJ Wientjes… - Genetics, 2021 - academic.oup.com
Allele substitution effects at quantitative trait loci (QTL) are part of the basis of quantitative
genetics theory and applications such as association analysis and genomic prediction. In …

Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution

CE Galarza, LA Matos, LM Castro… - Journal of Multivariate …, 2022 - Elsevier
In this paper, we compute doubly truncated moments for the selection elliptical class of
distributions, including some multivariate asymmetric versions of well-known elliptical …

Conjugacy properties of multivariate unified skew-elliptical distributions

MJ Karling, D Durante, MG Genton - arXiv preprint arXiv:2402.09837, 2024 - arxiv.org
The broad class of multivariate unified skew-normal (SUN) distributions has been recently
shown to possess fundamental conjugacy properties. When used as priors for the vector of …

The Kendall and Spearman rank correlations of the bivariate skew normal distribution

A Heinen, A Valdesogo - Scandinavian Journal of Statistics, 2022 - Wiley Online Library
We derive the Kendall and Spearman rank correlation coefficients of the bivariate skew
normal (SN) distribution. For a given correlation parameter, we provide conditions on the …

Some results on the truncated multivariate skew-normal distribution

RA Morán-Vásquez, DH Cataño Salazar, DK Nagar - Symmetry, 2022 - mdpi.com
The multivariate skew-normal distribution is useful for modeling departures from normality in
data through parameters controlling skewness. Recently, several extensions of this …

Reconstruction of luminosity function from flux-limited samples

RJ Lu, WH Chen, WQ Liang… - Monthly Notices of the …, 2024 - academic.oup.com
The properties of the progenitors of gamma-ray bursts and of their environment are encoded
in their luminosity function and cosmic formation rate. They are usually recovered from a flux …

The Tail Mean–Variance optimal capital allocation under the extended skew-elliptical distribution

P Li, C Yin - Journal of Computational and Applied Mathematics, 2024 - Elsevier
In this paper we introduce a novel Tail Mean-Variance (TMV) model intended to optimize
capital allocation in financial decision-making. The TMV model has many intriguing …

Some Statistical Aspects of the Truncated Multivariate Skew-t Distribution

RA Morán-Vásquez, E Zarrazola, DK Nagar - Mathematics, 2022 - mdpi.com
The multivariate skew-t distribution plays an important role in statistics since it combines
skewness with heavy tails, a very common feature in real-world data. A generalization of this …

An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses

CE Galarza, LA Matos, VH Lachos - Metron, 2022 - Springer
Limited or censored data are collected in many studies. This occurs for many reasons in
several practical situations, such as limitations in measuring equipment or from an …