Reinaldo Boris Arellano-Valle

25 papers Journal 25
YearRankTypeTitle / Venue / Authors
2024 J jnl
Multivariate unified skew-t distributions and their properties.
J. Multivar. Anal.
Kesen Wang, Maicon J. Karling, Reinaldo Boris Arellano-Valle, Marc G. Genton
2023 J jnl
A flexible two-piece normal dynamic linear model.
Comput. Stat.
Emanuele Aliverti, Reinaldo Boris Arellano-Valle, Fereshte Kahrari, Bruno Scarpa
2022 J jnl
Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions.
Commun. Stat. Simul. Comput.
Fereshte Kahrari, Reinaldo Boris Arellano-Valle, Clécio da Silva Ferreira, Diego I. Gallardo
2022 J jnl
Sub-dimensional Mardia measures of multivariate skewness and kurtosis.
J. Multivar. Anal.
Joydeep Chowdhury, Subhajit Dutta, Reinaldo Boris Arellano-Valle, Marc G. Genton
2021 J jnl
A formulation for continuous mixtures of multivariate normal distributions.
J. Multivar. Anal.
Reinaldo Boris Arellano-Valle, Adelchi Azzalini
2020 J jnl
A two-piece normal measurement error model.
Comput. Stat. Data Anal.
Reinaldo Boris Arellano-Valle, Adelchi Azzalini, Clécio da Silva Ferreira, Karol I. Santoro
2020 J jnl
Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution.
Commun. Stat. Simul. Comput.
Fereshte Kahrari, Reinaldo Boris Arellano-Valle, Majid Rezaei
2020 J jnl
Scale and shape mixtures of matrix variate extended skew normal distributions.
J. Multivar. Anal.
Amir Rezaei, Fatemeh Yousefzadeh, Reinaldo Boris Arellano-Valle
2019 J jnl
A skew-normal dynamic linear model and Bayesian forecasting.
Comput. Stat.
Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes, Freddy Omar López Quintero, Abel Valdebenito
2019 J jnl
Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions.
Stat. Comput.
Mohsen Maleki, Darren Wraith, Reinaldo Boris Arellano-Valle
2018 J jnl
Scale and shape mixtures of multivariate skew-normal distributions.
J. Multivar. Anal.
Reinaldo Boris Arellano-Valle, Clécio da Silva Ferreira, Marc G. Genton
2017 J jnl
Generalized Skew-Normal Negentropy and Its Application to Fish Condition Factor Time Series.
Entropy
Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes, Milan Stehlík
2016 J jnl
Skewed factor models using selection mechanisms.
J. Multivar. Anal.
Hyoung-Moon Kim, Mehdi Maadooliat, Reinaldo Boris Arellano-Valle, Marc G. Genton
2013 J jnl
Mixed beta regression: A Bayesian perspective.
Comput. Stat. Data Anal.
Jorge I. Figueroa-Zúñiga, Reinaldo Boris Arellano-Valle, Silvia L. P. Ferrari
2013 J jnl
The centred parameterization and related quantities of the skew-t distribution.
J. Multivar. Anal.
Reinaldo Boris Arellano-Valle, Adelchi Azzalini
2012 J jnl
Kullback-Leibler Divergence Measure for Multivariate Skew-Normal Distributions.
Entropy
Javier E. Contreras-Reyes, Reinaldo Boris Arellano-Valle
2012 J jnl
Student-t censored regression model: properties and inference.
Stat. Methods Appl.
Reinaldo Boris Arellano-Valle, Luis Mauricio Castro, Graciela González-Farías, Karla A. Muñoz-Gajardo
2011 J jnl
A multivariate ultrastructural errors-in-variables model with equation error.
J. Multivar. Anal.
Alexandre Galvão Patriota, Heleno Bolfarine, Reinaldo Boris Arellano-Valle
2010 J jnl
Bayesian inference for dependent elliptical measurement error models.
J. Multivar. Anal.
Ignacio Vidal, Reinaldo Boris Arellano-Valle
2010 J jnl
Perturbation of Numerical Confidential Data via Skew-
Manag. Sci.
Seokho Lee, Marc G. Genton, Reinaldo Boris Arellano-Valle
2009 J jnl
Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Analysis 99 (2008) 1362-1382].
J. Multivar. Anal.
Reinaldo Boris Arellano-Valle, Adelchi Azzalini
2009 J jnl
Shape mixtures of multivariate skew-normal distributions.
J. Multivar. Anal.
Reinaldo Boris Arellano-Valle, Marc G. Genton, Rosangela Helena Loschi
2008 J jnl
A note on Bayesian identification of change points in data sequences.
Comput. Oper. Res.
Rosangela Helena Loschi, Frederico R. B. Cruz, Ricardo H. C. Takahashi, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle, James MacGregor Smith
2007 J jnl
Full predictivistic modeling of stock market data: Application to change point problems.
Eur. J. Oper. Res.
Rosangela Helena Loschi, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle, Frederico R. B. Cruz
2003 J jnl
A Gibbs sampling scheme to the product partition model: an application to change-point problems.
Comput. Oper. Res.
Rosangela Helena Loschi, Frederico R. B. Cruz, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle