The generalization of the classical multivariate t-distribution to the Dirichlet t-distribution proposed in the paper under discussion allows to model graphs that account for outliers, still keeping a reasonably low computational burden. In this comment we focus on a possible further generalization aiming at incorporating skewness in the analysis.

Peluso, S., Robust Bayesian Graphical Modeling Using Dirichlet t-Distributions. Contributed Discussion, <<BAYESIAN ANALYSIS>>, 2014; 9 (3): 583-585. [doi:10.1214/13-BA856D] [http://hdl.handle.net/10807/66029]

Robust Bayesian Graphical Modeling Using Dirichlet t-Distributions. Contributed Discussion

Peluso, Stefano
2014

Abstract

The generalization of the classical multivariate t-distribution to the Dirichlet t-distribution proposed in the paper under discussion allows to model graphs that account for outliers, still keeping a reasonably low computational burden. In this comment we focus on a possible further generalization aiming at incorporating skewness in the analysis.
Inglese
Peluso, S., Robust Bayesian Graphical Modeling Using Dirichlet t-Distributions. Contributed Discussion, <<BAYESIAN ANALYSIS>>, 2014; 9 (3): 583-585. [doi:10.1214/13-BA856D] [http://hdl.handle.net/10807/66029]
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/66029
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
social impact