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)

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)

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)

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)

Shape mixtures of multivariate skew-normal distributions. - Reinaldo Boris Arellano-Valle; Marc G. Genton; Rosangela Helena Loschi (J. Multivar. Anal., 2009)

Bayesian inference for dependent elliptical measurement error models. - Ignacio Vidal; Reinaldo Boris Arellano-Valle (J. Multivar. Anal., 2010)

Perturbation of Numerical Confidential Data via Skew-t Distributions. - Seokho Lee; Marc G. Genton; Reinaldo Boris Arellano-Valle (Manag. Sci., 2010)

A multivariate ultrastructural errors-in-variables model with equation error. - Alexandre Galvão Patriota; Heleno Bolfarine; Reinaldo Boris Arellano-Valle (J. Multivar. Anal., 2011)

Kullback-Leibler Divergence Measure for Multivariate Skew-Normal Distributions. - Javier E. Contreras-Reyes; Reinaldo Boris Arellano-Valle (Entropy, 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)

Mixed beta regression: A Bayesian perspective. - Jorge I. Figueroa-Zúñiga; Reinaldo Boris Arellano-Valle; Silvia L. P. Ferrari (Comput. Stat. Data Anal., 2013)

The centred parameterization and related quantities of the skew-t distribution. - Reinaldo Boris Arellano-Valle; Adelchi Azzalini (J. Multivar. Anal., 2013)

Skewed factor models using selection mechanisms. - Hyoung-Moon Kim; Mehdi Maadooliat; Reinaldo Boris Arellano-Valle; Marc G. Genton (J. Multivar. Anal., 2016)

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)

Scale and shape mixtures of multivariate skew-normal distributions. - Reinaldo Boris Arellano-Valle; Clécio da Silva Ferreira; Marc G. Genton (J. Multivar. Anal., 2018)

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)

Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions. - Mohsen Maleki; Darren Wraith; Reinaldo Boris Arellano-Valle (Stat. Comput., 2019)

A two-piece normal measurement error model. - Reinaldo Boris Arellano-Valle; Adelchi Azzalini; Clécio da Silva Ferreira; Karol I. Santoro (Comput. Stat. Data 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)

Scale and shape mixtures of matrix variate extended skew normal distributions. - Amir Rezaei; Fatemeh Yousefzadeh; Reinaldo Boris Arellano-Valle (J. Multivar. Anal., 2020)

A formulation for continuous mixtures of multivariate normal distributions. - Reinaldo Boris Arellano-Valle; Adelchi Azzalini (J. Multivar. Anal., 2021)

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)

Sub-dimensional Mardia measures of multivariate skewness and kurtosis. - Joydeep Chowdhury; Subhajit Dutta; Reinaldo Boris Arellano-Valle; Marc G. Genton (J. Multivar. Anal., 2022)

A flexible two-piece normal dynamic linear model. - Emanuele Aliverti; Reinaldo Boris Arellano-Valle; Fereshte Kahrari; Bruno Scarpa (Comput. Stat., 2023)

Multivariate unified skew-t distributions and their properties. - Kesen Wang; Maicon J. Karling; Reinaldo Boris Arellano-Valle; Marc G. Genton (J. Multivar. Anal., 2024)