Modelling directional dispersion through hyperspherical log‐splines
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DOI: 10.1111/j.1467-9868.2005.00518.x
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- J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, University Library of Munich, Germany.
References listed on IDEAS
- Osiewalski, Jacek & Steel, Mark F.J., 1992.
"Robust Bayesian inference in Iq-Spherical models,"
UC3M Working papers. Economics
2843, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Osiewalski, J. & Steel, M.F.J., 1994. "Robust Bayesian inference in LQ-spherical models," Other publications TiSEM f73addd1-a64c-4157-b443-a, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1991.
"Bayesian inference in time series,"
Discussion Paper
1991-53, Tilburg University, Center for Economic Research.
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- Steel, M.F.J., 1991. "Bayesian Inference in Time Series," Papers 9153, Tilburg - Center for Economic Research.
- J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, University Library of Munich, Germany.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, University Library of Munich, Germany.
Citations
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Cited by:
- José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, University Library of Munich, Germany.
- Kamiya, Hidehiko & Takemura, Akimichi, 2008. "Hierarchical orbital decompositions and extended decomposable distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 339-357, March.
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More about this item
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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