Skew-symmetric distributions are a popular family of flexible distributions that conveniently
model non-normal features such as skewness, kurtosis and multimodality. Unfortunately …

In order to deal with mild deviations from the assumed parametric model, we propose a
procedure for accounting for model uncertainty in the Bayesian framework. In particular, in …

Statistical applications often involve the calculation of intractable multidimensional integrals.
The Laplace formula is widely used to approximate such integrals. However, in high …

The interplay between Bayesian and frequentist inference can play a remarkable role in
order to address some theoretical and computational drawbacks, due to the complexity or …

This paper deals with the issue of performing a default Bayesian analysis on the shape
parameter of the skew‐normal distribution. Our approach is based on a suitable pseudo …

This article deals with the issue of using a suitable pseudo-likelihood, instead of an
integrated likelihood, when performing Bayesian inference about a scalar parameter of …

The problem of testing multinormality against some alternatives invariant with respect to a
subgroup of affine transformations is studied. Using the Laplace expansion for integrals …

This paper deals with building a probability distribution model, which represents some
generalizations of two parameters Weibull distribution. This function is proposed using …

For simplicity or tractability reasons one sometimes uses modified test statistics, which differ
from the original ones up to Op (an) terms with an→ 0. In this note, some technical …

In the presence of nuisance parameters, we discuss a one-parameter Bayesian analysis
based on a pseudo-likelihood assuming a default prior distribution for the parameter of …