Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results
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 …
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 …
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
In this paper, we compute doubly truncated moments for the selection elliptical class of
distributions, including some multivariate asymmetric versions of well-known elliptical …
distributions, including some multivariate asymmetric versions of well-known elliptical …
Conjugacy properties of multivariate unified skew-elliptical distributions
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 …
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 …
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 …
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 …
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 …
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 …
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
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 …
several practical situations, such as limitations in measuring equipment or from an …