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Bayesian nonparametric inference for unimodal skew-symmetric distributions

A. Ghalamfarsa Mostofi () and M. Kharrati-Kopaei ()

Statistical Papers, 2012, vol. 53, issue 4, 832 pages

Abstract: This paper studies the case where the observations come from a unimodal and skew density function with an unknown mode. The skew-symmetric representation of such a density has a symmetric component which can be written as a scale mixture of uniform densities. A Dirichlet process (DP) prior is assigned to mixing distribution. We also assume prior distributions for the mode and the skewed component. A computational approach is used to obtain the Bayes estimate of the components. An example is given to illustrate the approach. Copyright Springer-Verlag 2012

Keywords: Dirichlet process; Gibbs sampler; Skew-symmetric; Skewness; Unimodal density; 62G99; 62F15 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00362-011-0385-2

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