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Flexible univariate continuous distributions
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Quintana, Fernando A., Steel, Mark F. J. and Ferreira, Jose T. A. S. (2009) Flexible univariate continuous distributions. Bayesian analysis, Vol.4 (No.3). pp. 497-522. doi:10.1214/09-BA418 ISSN 1931-6690.
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Official URL: http://dx.doi.org/10.1214/09-BA418
Abstract
Based on a constructive representation, which distinguishes between a skewing mechanism P and an underlying symmetric distribution F, we introduce two flexible classes of distributions. They are generated by nonparametric modelling of either P or F. We examine properties of these distributions and consider how they can help us to identify which aspects of the data are badly captured by simple symmetric distributions. Within a Bayesian framework, we investigate useful prior settings and conduct inference through MCMC methods. On the basis of simulated and real data examples, we make recommendations for the use of our models in practice. Our models perform well in the context of density estimation using the multimodal galaxy data and for regression modelling with data on the body mass index of athletes.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Library of Congress Subject Headings (LCSH): | Distribution (Probability theory) | ||||
Journal or Publication Title: | Bayesian analysis | ||||
Publisher: | Int Soc Bayesian Analysis | ||||
ISSN: | 1931-6690 | ||||
Official Date: | 2009 | ||||
Dates: |
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Volume: | Vol.4 | ||||
Number: | No.3 | ||||
Number of Pages: | 26 | ||||
Page Range: | pp. 497-522 | ||||
DOI: | 10.1214/09-BA418 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 8 December 2015 | ||||
Date of first compliant Open Access: | 8 December 2015 | ||||
Funder: | Fondo Nacional de Desarrollo Científico y Tecnológico (Chile) (FONDECYT) | ||||
Grant number: | 1060729 (FONDECYT), 7060193 (FONDECYT) |
Data sourced from Thomson Reuters' Web of Knowledge
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