Carlos A. Abanto‐Valle

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Carlos A. Abanto‐Valle, Dipankar Bandyopadhyay, Víctor H. Lachos et al. · Computational Statistics & Data Analysis · 2009 · 89 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +11

Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model

Carlos A. Abanto‐Valle, Víctor H. Lachos, Dipak K. Dey · Methodology And Computing In Applied Probability · 2013 · 40 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +7

Linear mixed models for skew‐normal/independent bivariate responses with an application to periodontal disease

Dipankar Bandyopadhyay, Víctor H. Lachos, Carlos A. Abanto‐Valle et al. · Statistics in Medicine · 2010 · 33 citations · Full text

On estimation and local influence analysis for measurement errors models under heavy-tailed distributions

Víctor H. Lachos, T. Angolini, Carlos A. Abanto‐Valle · Statistical Papers · 2009 · 28 citations

Measurement Errors Models, Density Estimation, Engineering +9

Nonlinear regression models based on scale mixtures of skew-normal distributions

Aldo M. Garay, Víctor H. Lachos, Carlos A. Abanto‐Valle · Journal of the Korean Statistical Society · 2010 · 28 citations

Mixture Distribution, Mixture Analysis, Statistical Inference +4