Inference for grouped data with a truncated skew-Laplace distribution. - Francisco J. Rubio; M. F. J. Steel (Comput. Stat. Data Anal., 2011)

On the Marshall-Olkin transformation as a skewing mechanism. - Francisco J. Rubio; M. F. J. Steel (Comput. Stat. Data Anal., 2012)

Letter to the Editor: on the use of improper priors for the shape parameters of asymmetric exponential power models. - Francisco J. Rubio (Stat. Comput., 2015)

Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula. - Cristiano Villa; Francisco J. Rubio (Comput. Stat. Data Anal., 2018)