The slash distribution is often used as a challenging distribution for a statistical procedure. In this article, we define a skewed version of the slash distribution in the multivariate setting and derive several of its properties. The multivariate skew-slash distribution is shown to be easy to simulate from and can therefore be used in simulation studies. We provide various examples for illust...

Many phenomena are correlated and spatially dependent. In addition, some of them ordinal discrete responses. Thus, a model is needed to capture the interactions multivariate outcomes spatial dependences. Following Smith LeSage (2004) Jeliazkov et al. (2008), this study proposes new algorithm for ordered probit (MSOP) address need. applying model, parameters calculated using Bayesian inference b...

We introduce a generalized skew probit (gsp) class of links for the modeling of binary regression giving some properties and conditions for the existence of the maximum likelihood estimator and of the posterior distributions of the parameters of the model when improper uniform priors are established. As shown, asymmetric links already proposed in the literature are special cases of the general ...

Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew t-distributions are embedded to multivariate analysis with time-varying correlations. Bayesian prior works allow this approach to provide parsimonious skew structure and...

In recent years, the skew-normal models introduced by Azzalini (1985)—and their multivariate generalizations from Azzalini and Dalla Valle (1996)—have enjoyed an amazing success, although an important literature has reported that they exhibit, in the vicinity of symmetry, singular Fisher information matrices and stationary points in the profile log-likelihood function for skewness, with the usu...

This thesis treats different kinds of standard bases in finitely generated modules over the ring of difference-skew-differential operators, their computation and their application to the computation of multivariate dimension (quasi-)polynomials. It consists of two parts. The first deals with standard bases in modules over the ring of difference-skew-differential operators. The second part deals...