Objective Bayesian analysis for the multivariate skew-t model
We perform a Bayesian analysis of the p-variate skew-t model, providing a new parameterization, a set of non-informative priors and a sampler specifically designed to
We perform a Bayesian analysis of the p-variate skew-t model, providing a new parameterization, a set of non-informative priors and a sampler specifically designed to