The generalization of the classical multivariate t-distribution to the Dirichlet t-distribution proposed in the paper under discussion allows to model graphs that account for outliers, still keeping a reasonably low computational burden. In this comment we focus on a possible further generalization aiming at incorporating skewness in the analysis.
Peluso, S. (2014). Contributed discussion on article by Finegold and Drton: Comment by Stefano Peluso. BAYESIAN ANALYSIS, 9(3), 583-585 [10.1214/13-BA856D].
Contributed discussion on article by Finegold and Drton: Comment by Stefano Peluso
Peluso, S
2014
Abstract
The generalization of the classical multivariate t-distribution to the Dirichlet t-distribution proposed in the paper under discussion allows to model graphs that account for outliers, still keeping a reasonably low computational burden. In this comment we focus on a possible further generalization aiming at incorporating skewness in the analysis.
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