Search Results - "Lachos, V. H."

Local influence analysis for regression models with scale mixtures of skew-normal distributions by Zeller, C. B., Lachos, V. H., Vilca-Labra, F. E.

“…The robust estimation and the local influence analysis for linear regression models with scale mixtures of multivariate skew-normal distributions have been…”
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Skew normal measurement error models by Arellano-Valle, R.B., Ozan, S., Bolfarine, H., Lachos, V.H.

“…In this paper we define a class of skew normal measurement error models, extending usual symmetric normal models in order to avoid data transformation. The…”
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Bayesian analysis for a skew extension of the multivariate null intercept measurement error model by Cancho, V. G., Aoki, Reiko, Lachos, V. H.

“…Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov…”
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Skew-normal Linear Mixed Models by R. B. Arellano-Valle, H. Bolfarine, V. H. Lachos

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Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model by Abanto-Valle, C. A., Lachos, V. H., Dey, Dipak K.

“…In this paper we present a stochastic volatility (SV) model assuming that the return shock has a skew-Student-t distribution. This allows a parsimonious,…”
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Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions by Abanto-Valle, C.A., Bandyopadhyay, D., Lachos, V.H., Enriquez, I.

“…A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face…”
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Bayesian Inference for Skew-normal Linear Mixed Models by Arellano-Valle, R.B., Bolfarine, H., Lachos, V.H.

“…Linear mixed models (LMM) are frequently used to analyze repeated measures data, because they are more flexible to modelling the correlation within-subject,…”
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Estimation methods for multivariate Tobit confirmatory factor analysis by Costa, D.R., Lachos, V.H., Bazan, J.L., Azevedo, C.L.N.

“…Tobit confirmatory factor analysis is particularly useful in analysis of multivariate data with censored information. Two methods for estimating multivariate…”
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On estimation and local influence analysis for measurement errors models under heavy-tailed distributions by Lachos, V. H., Angolini, T., Abanto-Valle, C. A.

“…Scale mixtures of normal distributions form a class of symmetric thick-tailed distributions that includes the normal one as a special case. In this paper we…”
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Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach by Abanto-Valle, C.A., Migon, H.S., Lachos, V.H.

“…A stochastic volatility in mean model with correlated errors using the symmetrical class of scale mixtures of normal distributions is introduced in this…”
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A robust Bayesian approach to null intercept measurement error model with application to dental data by Ghosh, Pulak, Bayes, C.L., Lachos, V.H.

“…Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal…”
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Inference and local influence assessment in skew-normal null intercept measurement error model by Lachos, V. H., Montenegro, L. C., Bolfarine, H.

“…In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable)…”
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Multivariate measurement error models based on scale mixtures of the skew-normal distribution by Lachos, V. H., Labra, F. V., Bolfarine, H., Ghosh, Pulak

“…Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a…”
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Skew-normal distribution in the multivariate null intercept measurement error model by Labra, F. V., Aoki, R., Garibay, V., Lachos, V. H.

“…In this paper we discuss inferential aspects and the local influence analysis of the multivariate null intercept measurement error model where the unobserved…”
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Local influence analysis for regression models with scale mixtures of skewnormal distributions by Zeller, C B, Lachos, V H, Vilca-Labra, F E

“…The robust estimation and the local influence analysis for linear regression models with scale mixtures of multivariate skew-normal distributions have been…”
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Skew binary regression with measurement errors by Bolfarine, Heleno, Lachos, V. H.

“…In this paper, we extend the structural probit measurement error model by considering that the unobserved covariate follows a skew-normal distribution. The new…”
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Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions : Variable selection and robust procedures by ABANTO-VALLE, C. A, BANDYOPADHYAY, D, LACHOS, V. H, ENRIQUEZ, I

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Skew-probit measurement error models by Bolfarine, Heleno, Lachos, V.H.

“…In this paper we extend the structural probit measurement error model by considering the unobserved covariate to follow a skew-normal distribution. The new…”
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Local Influence Analysis for Skew-Normal Linear Mixed Models by Montenegro, Lourdes C., Lachos, Victor H., Bolfarine, Heleno

“…In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the…”
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A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation by Lachos, V.H., Garibay, V., Labra, F.V., Aoki, R.

“…Skew-normal/independent distributions are a class of asymmetric thick-tailed distributions that include the skew-normal distribution as a special case. In this…”
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