شماره ركورد كنفرانس :
3140
عنوان مقاله :
An application of the multivariate skewnormal distribution for Dirichlet processes in mixed-effects modeling
عنوان به زبان ديگر :
An application of the multivariate skewnormal distribution for Dirichlet processes in mixed-effects modeling
پديدآورندگان :
Rikhtehgaran R نويسنده Department of Statistics - University of Isfahan - Isfahan - Iran , Kazemi I نويسنده Department of Statistics - University of Isfahan - Isfahan - Iran
كليدواژه :
Panel data , Multivariate skewnormal distribution , Gibbs sampling , Random effects , Dirichlet process mixture
عنوان كنفرانس :
يازدهمين كنفرانس آمار ايران
چكيده لاتين :
In this paper, we consider a semi-parametric Bayesian model for analyzing of panel data. This is done by introducing a skew Dirichlet process (SDP) as a generalization of the usual Dirichlet process (DP). The SDP is specified by introducing a multivariate skew-normal distribution as a base for the DP instead of the normal distribution. The proposed approach which is applied for the random-effects, can efficiently deal with modeling issues in a wide range of non-normally distributed random-effects. We adopt Gibbs sampling techniques to achieve the parameter estimate real data set is analyzed and tested by several hypothetical models to illustrate the usefulness of the proposed approach
شماره مدرك كنفرانس :
4219389
