Reinaldo Boris Arellano-Valle

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 13

Top Topics

Measurement Error

Gaussian Density

Mixture Modeling

Top Venues

J. Multivar. Anal.

Commun. Stat. Simul. Comput.

Comput. Stat. Data Anal.

Publications

Kesen Wang, Maicon J. Karling, Reinaldo Boris Arellano-Valle, Marc G. Genton
Multivariate unified skew-t distributions and their properties. J. Multivar. Anal. 203 (2024)
Emanuele Aliverti, Reinaldo Boris Arellano-Valle, Fereshte Kahrari, Bruno Scarpa
A flexible two-piece normal dynamic linear model. Comput. Stat. 38 (4) (2023)
Joydeep Chowdhury, Subhajit Dutta, Reinaldo Boris Arellano-Valle, Marc G. Genton
Sub-dimensional Mardia measures of multivariate skewness and kurtosis. J. Multivar. Anal. 192 (2022)
Fereshte Kahrari, Reinaldo Boris Arellano-Valle, Clécio da Silva Ferreira, Diego I. Gallardo
Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions. Commun. Stat. Simul. Comput. 51 (11) (2022)
Reinaldo Boris Arellano-Valle, Adelchi Azzalini
A formulation for continuous mixtures of multivariate normal distributions. J. Multivar. Anal. 185 (2021)
Fereshte Kahrari, Reinaldo Boris Arellano-Valle, Majid Rezaei
Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution. Commun. Stat. Simul. Comput. 49 (1) (2020)
Reinaldo Boris Arellano-Valle, Adelchi Azzalini, Clécio S. Ferreira, Karol Santoro
A two-piece normal measurement error model. Comput. Stat. Data Anal. 144 (2020)
Amir Rezaei, Fatemeh Yousefzadeh, Reinaldo Boris Arellano-Valle
Scale and shape mixtures of matrix variate extended skew normal distributions. J. Multivar. Anal. 179 (2020)
Mohsen Maleki, Darren Wraith, Reinaldo Boris Arellano-Valle
Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions. Stat. Comput. 29 (3) (2019)
Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes, Freddy Omar López Quintero, Abel Valdebenito
A skew-normal dynamic linear model and Bayesian forecasting. Comput. Stat. 34 (3) (2019)
Reinaldo Boris Arellano-Valle, Clécio S. Ferreira, Marc G. Genton
Scale and shape mixtures of multivariate skew-normal distributions. J. Multivar. Anal. 166 (2018)
Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes, Milan Stehlík
Generalized Skew-Normal Negentropy and Its Application to Fish Condition Factor Time Series. Entropy 19 (10) (2017)
Hyoung-Moon Kim, Mehdi Maadooliat, Reinaldo Boris Arellano-Valle, Marc G. Genton
Skewed factor models using selection mechanisms. J. Multivar. Anal. 145 (2016)
Reinaldo Boris Arellano-Valle, Adelchi Azzalini
The centred parameterization and related quantities of the skew-t distribution. J. Multivar. Anal. 113 (2013)
Jorge I. Figueroa-Zúñiga, Reinaldo Boris Arellano-Valle, Silvia L. P. Ferrari
Mixed beta regression: A Bayesian perspective. Comput. Stat. Data Anal. 61 (2013)
Reinaldo Boris Arellano-Valle, Luis Mauricio Castro, Graciela González-Farías, Karla A. Muñoz-Gajardo
Student-t censored regression model: properties and inference. Stat. Methods Appl. 21 (4) (2012)
Javier E. Contreras-Reyes, Reinaldo Boris Arellano-Valle
Kullback-Leibler Divergence Measure for Multivariate Skew-Normal Distributions. Entropy 14 (9) (2012)
Alexandre Galvão Patriota, Heleno Bolfarine, Reinaldo Boris Arellano-Valle
A multivariate ultrastructural errors-in-variables model with equation error. J. Multivar. Anal. 102 (2) (2011)
Seokho Lee, Marc G. Genton, Reinaldo Boris Arellano-Valle
Distributions. Manag. Sci. 56 (2) (2010)
Ignacio Vidal, Reinaldo Boris Arellano-Valle
Bayesian inference for dependent elliptical measurement error models. J. Multivar. Anal. 101 (10) (2010)
Reinaldo Boris Arellano-Valle, Marc G. Genton, Rosangela Helena Loschi
Shape mixtures of multivariate skew-normal distributions. J. Multivar. Anal. 100 (1) (2009)
Reinaldo Boris Arellano-Valle, Adelchi Azzalini
Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Analysis 99 (2008) 1362-1382]. J. Multivar. Anal. 100 (4) (2009)
Rosangela Helena Loschi, Frederico R. B. Cruz, Ricardo H. C. Takahashi, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle, James MacGregor Smith
A note on Bayesian identification of change points in data sequences. Comput. Oper. Res. 35 (1) (2008)
Rosangela Helena Loschi, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle, Frederico R. B. Cruz
Full predictivistic modeling of stock market data: Application to change point problems. Eur. J. Oper. Res. 180 (1) (2007)
Rosangela Helena Loschi, Frederico R. B. Cruz, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle
A Gibbs sampling scheme to the product partition model: an application to change-point problems. Comput. Oper. Res. 30 (3) (2003)