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ORCIDReinaldo Boris Arellano-Valle
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Journal Articles
- 2024
[j25]Kesen Wang
, Maicon J. Karling, Reinaldo Boris Arellano-Valle, Marc G. Genton:
Multivariate unified skew-t distributions and their properties. J. Multivar. Anal. 203: 105322 (2024)- 2023
- [j24]Emanuele Aliverti, Reinaldo Boris Arellano-Valle, Fereshte Kahrari, Bruno Scarpa:
A flexible two-piece normal dynamic linear model. Comput. Stat. 38(4): 2075-2096 (2023) - 2022
- [j23]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): 6425-6440 (2022) - [j22]Joydeep Chowdhury, Subhajit Dutta, Reinaldo Boris Arellano-Valle, Marc G. Genton:
Sub-dimensional Mardia measures of multivariate skewness and kurtosis. J. Multivar. Anal. 192: 105089 (2022) - 2021
- [j21]Reinaldo Boris Arellano-Valle, Adelchi Azzalini:
A formulation for continuous mixtures of multivariate normal distributions. J. Multivar. Anal. 185: 104780 (2021) - 2020
- [j20]Reinaldo Boris Arellano-Valle, Adelchi Azzalini, Clécio da Silva Ferreira, Karol I. Santoro:
A two-piece normal measurement error model. Comput. Stat. Data Anal. 144: 106863 (2020) - [j19]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): 1-15 (2020) - [j18]Amir Rezaei, Fatemeh Yousefzadeh, Reinaldo Boris Arellano-Valle:
Scale and shape mixtures of matrix variate extended skew normal distributions. J. Multivar. Anal. 179: 104649 (2020) - 2019
- [j17]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): 1055-1085 (2019) - [j16]Mohsen Maleki, Darren Wraith, Reinaldo Boris Arellano-Valle:
Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions. Stat. Comput. 29(3): 415-428 (2019) - 2018
- [j15]Reinaldo Boris Arellano-Valle, Clécio da Silva Ferreira, Marc G. Genton:
Scale and shape mixtures of multivariate skew-normal distributions. J. Multivar. Anal. 166: 98-110 (2018) - 2017
- [j14]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): 528 (2017) - 2016
- [j13]Hyoung-Moon Kim, Mehdi Maadooliat, Reinaldo Boris Arellano-Valle, Marc G. Genton:
Skewed factor models using selection mechanisms. J. Multivar. Anal. 145: 162-177 (2016) - 2013
- [j12]Jorge I. Figueroa-Zúñiga, Reinaldo Boris Arellano-Valle, Silvia L. P. Ferrari:
Mixed beta regression: A Bayesian perspective. Comput. Stat. Data Anal. 61: 137-147 (2013) - [j11]Reinaldo Boris Arellano-Valle, Adelchi Azzalini:
The centred parameterization and related quantities of the skew-t distribution. J. Multivar. Anal. 113: 73-90 (2013) - 2012
- [j10]Javier E. Contreras-Reyes, Reinaldo Boris Arellano-Valle:
Kullback-Leibler Divergence Measure for Multivariate Skew-Normal Distributions. Entropy 14(9): 1606-1626 (2012) - [j9]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): 453-473 (2012) - 2011
- [j8]Alexandre Galvão Patriota, Heleno Bolfarine, Reinaldo Boris Arellano-Valle:
A multivariate ultrastructural errors-in-variables model with equation error. J. Multivar. Anal. 102(2): 386-392 (2011) - 2010
- [j7]Ignacio Vidal, Reinaldo Boris Arellano-Valle:
Bayesian inference for dependent elliptical measurement error models. J. Multivar. Anal. 101(10): 2587-2597 (2010) - [j6]Seokho Lee, Marc G. Genton, Reinaldo Boris Arellano-Valle:
Perturbation of Numerical Confidential Data via Skew-t Distributions. Manag. Sci. 56(2): 318-333 (2010) - 2009
- [j5]Reinaldo Boris Arellano-Valle, Marc G. Genton, Rosangela Helena Loschi:
Shape mixtures of multivariate skew-normal distributions. J. Multivar. Anal. 100(1): 91-101 (2009) - [j4]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): 816 (2009) - 2008
- [j3]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): 156-170 (2008) - 2007
- [j2]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): 282-291 (2007) - 2003
- [j1]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): 463-482 (2003)
Coauthor Index
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