mvst

R package mvst. Estimates the multivariate skew-t and nested models, as described in the articles Liseo, B., Parisi, A. (2013). Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach. Comput. Statist. Data Anal. &lt;<a href=”http://dx.doi.org/10.1016/j.csda.2013.02.007”>doi:10.1016/j.csda.2013.02.007</a>&gt; and in Parisi, A., Liseo, B. Objective Bayesian analysis for the multivariate skew-t model (to appear).

References in zbMATH (referenced in 1 article )

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  1. Brunero Liseo, Antonio Parisi: Objective Bayesian analysis for the multivariate skew-t model (2017) arXiv