Reinaldo Boris Arellano-Valle

According to our database, Reinaldo Boris Arellano-Valle authored at least 24 papers between 2003 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

A flexible two-piece normal dynamic linear model.

Emanuele Aliverti, Reinaldo Boris Arellano-Valle, Fereshte Kahrari, Bruno Scarpa

Comput. Stat., December, 2023

2022

Sub-dimensional Mardia measures of multivariate skewness and kurtosis.

Joydeep Chowdhury, Subhajit Dutta, Reinaldo Boris Arellano-Valle, Marc G. Genton

J. Multivar. Anal., 2022

Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions.

Fereshte Kahrari, Reinaldo Boris Arellano-Valle, Clécio da Silva Ferreira, Diego I. Gallardo

Commun. Stat. Simul. Comput., 2022

2021

A formulation for continuous mixtures of multivariate normal distributions.

Reinaldo Boris Arellano-Valle, Adelchi Azzalini

J. Multivar. Anal., 2021

2020

Scale and shape mixtures of matrix variate extended skew normal distributions.

Amir Rezaei, Fatemeh Yousefzadeh, Reinaldo Boris Arellano-Valle

J. Multivar. Anal., 2020

Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution.

Fereshte Kahrari, Reinaldo Boris Arellano-Valle, Majid Rezaei

Commun. Stat. Simul. Comput., 2020

A two-piece normal measurement error model.

Reinaldo Boris Arellano-Valle, Adelchi Azzalini, Clécio da Silva Ferreira, Karol Santoro

Comput. Stat. Data Anal., 2020

2019

Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions.

Mohsen Maleki, Darren Wraith, Reinaldo Boris Arellano-Valle

Stat. Comput., 2019

A skew-normal dynamic linear model and Bayesian forecasting.

Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes, Freddy Omar López Quintero, Abel Valdebenito

Comput. Stat., 2019

2018

Scale and shape mixtures of multivariate skew-normal distributions.

Reinaldo Boris Arellano-Valle, Clécio da Silva Ferreira, Marc G. Genton

J. Multivar. Anal., 2018

2017

Generalized Skew-Normal Negentropy and Its Application to Fish Condition Factor Time Series.

Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes, Milan Stehlík

Entropy, 2017

2016

Skewed factor models using selection mechanisms.

Hyoung-Moon Kim, Mehdi Maadooliat, Reinaldo Boris Arellano-Valle, Marc G. Genton

J. Multivar. Anal., 2016

2013

The centred parameterization and related quantities of the skew-t distribution.

Reinaldo Boris Arellano-Valle, Adelchi Azzalini

J. Multivar. Anal., 2013

Mixed beta regression: A Bayesian perspective.

Jorge I. Figueroa-Zúñiga, Reinaldo Boris Arellano-Valle, Silvia L. P. Ferrari

Comput. Stat. Data Anal., 2013

2012

Student-t censored regression model: properties and inference.

Reinaldo Boris Arellano-Valle, Luis Mauricio Castro, Graciela González-Farías, Karla A. Muñoz-Gajardo

Stat. Methods Appl., 2012

Kullback-Leibler Divergence Measure for Multivariate Skew-Normal Distributions.

Javier E. Contreras-Reyes, Reinaldo Boris Arellano-Valle

Entropy, 2012

2011

A multivariate ultrastructural errors-in-variables model with equation error.

Alexandre Galvão Patriota, Heleno Bolfarine, Reinaldo Boris Arellano-Valle

J. Multivar. Anal., 2011

2010

Perturbation of Numerical Confidential Data via Skew-<i>t</i> Distributions.

Seokho Lee, Marc G. Genton, Reinaldo Boris Arellano-Valle

Manag. Sci., 2010

Bayesian inference for dependent elliptical measurement error models.

Ignacio Vidal, Reinaldo Boris Arellano-Valle

J. Multivar. Anal., 2010

2009

Shape mixtures of multivariate skew-normal distributions.

Reinaldo Boris Arellano-Valle, Marc G. Genton, Rosangela Helena Loschi

J. Multivar. Anal., 2009

Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Analysis 99 (2008) 1362-1382].

Reinaldo Boris Arellano-Valle, Adelchi Azzalini

J. Multivar. Anal., 2009

2008

A note on Bayesian identification of change points in data sequences.

Rosangela Helena Loschi, Frederico R. B. Cruz, Ricardo H. C. Takahashi, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle, James MacGregor Smith

Comput. Oper. Res., 2008

2007

Full predictivistic modeling of stock market data: Application to change point problems.

Rosangela Helena Loschi, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle, Frederico R. B. Cruz

Eur. J. Oper. Res., 2007

2003

A Gibbs sampling scheme to the product partition model: an application to change-point problems.

Rosangela Helena Loschi, Frederico R. B. Cruz, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle

Comput. Oper. Res., 2003