| Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions CA Abanto-Valle, D Bandyopadhyay, VH Lachos, I Enriquez Computational Statistics & Data Analysis 54 (12), 2883-2898, 2010 | 99 | 2010 |
| Bayesian estimation of a skew-student-t stochastic volatility model CA Abanto-Valle, VH Lachos, DK Dey Methodology and Computing in Applied Probability 17, 721-738, 2015 | 51 | 2015 |
| Linear mixed models for skew‐normal/independent bivariate responses with an application to periodontal disease D Bandyopadhyay, VH Lachos, CA Abanto‐Valle, P Ghosh Statistics in Medicine 29 (25), 2643-2655, 2010 | 42 | 2010 |
| On estimation and local influence analysis for measurement errors models under heavy-tailed distributions VH Lachos, T Angolini, CA Abanto-Valle Statistical Papers 52, 567-590, 2011 | 35 | 2011 |
| Nonlinear regression models based on scale mixtures of skew-normal distributions AM Garay, VH Lachos, CA Abanto-Valle Journal of the Korean Statistical Society 40 (1), 115-124, 2011 | 33 | 2011 |
| Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach CA Abanto-Valle, HS Migon, VH Lachos Journal of Statistical Planning and Inference 141 (5), 1875-1887, 2011 | 26 | 2011 |
| State space mixed models for binary responses with scale mixture of normal distributions links CA Abanto-Valle, DK Dey Computational Statistics & Data Analysis 71, 274-287, 2014 | 23 | 2014 |
| Quantile regression for censored mixed-effects models with applications to HIV studies VH Lachos, MH Chen, CA Abanto-Valle, CLN Azevedo Statistics and its interface 8 (2), 203, 2015 | 20 | 2015 |
| Bayesian modeling of financial returns: A relationship between volatility and trading volume CA Abanto‐Valle, HS Migon, HF Lopes Applied Stochastic Models in Business and Industry 26 (2), 172-193, 2010 | 17 | 2010 |
| Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution WL Leão, CA Abanto-Valle, MH Chen Statistics and its Interface 10, 529, 2017 | 16 | 2017 |
| Stochastic volatility in mean models with heavy-tailed distributions CA Abanto-Valle, HS Migon, VH Lachos | 15 | 2012 |
| Dynamic Bayesian models for discrete-valued time series D Gamerman, CA Abanto-Valle, RS Silva, TG Martins, RA Davis, ... Handbook of discrete-valued time series, 165-186, 2015 | 13 | 2015 |
| A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions VH Lachos, CRB Cabral, CA Abanto-Valle Journal of Applied Statistics 39 (3), 531-549, 2012 | 11 | 2012 |
| Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions CA Abanto‐Valle, R Langrock, MH Chen, MV Cardoso Applied Stochastic Models in Business and Industry 33 (4), 394-408, 2017 | 10 | 2017 |
| Binary state space mixed models with flexible link functions: a case study on deep brain stimulation on attention reaction time CA Abanto-Valle, DK Dey, X Jiang Statistics and its Interface 8 (2), 187-194, 2015 | 8 | 2015 |
| Stock return volatility, heavy tails, skewness and trading volume: A Bayesian approach CA Abanto-Valle, DK Dey, VH Lachos Federal University of Rio de Janeiro Working Paper. p1-29, 2014 | 8 | 2014 |
| Bayesian inference for stochastic volatility models using the generalized skew- distribution with applications to the Shenzhen Stock Exchange returns CA Abanto-Valle, C Wang, X Wang, FX Wang, MH Chen Statistics and its Interface 7 (4), 487-502, 2014 | 7 | 2014 |
| State space mixed models for binary responses with skewed inverse links using JAGS CA Abanto-Valle, JL Bazán, AC Smith Instituto de Matemática da UFRJ, Departamento de métodos estatísticos, 2014 | 6 | 2014 |
| A Bayesian approach to term structure modeling using heavy‐tailed distributions CA Abanto‐Valle, VH Lachos, P Ghosh Applied stochastic models in business and industry 28 (5), 430-447, 2012 | 5 | 2012 |
| Stochastic volatility in mean: Empirical evidence from Latin-american stock markets using Hamiltonian monte Carlo and Riemann manifold Hmc methods CA Abanto-Valle, G Rodríguez, HB Garrafa-Aragón The Quarterly Review of Economics and Finance 80, 272-286, 2021 | 4 | 2021 |
Victor Hugo Lachos DavilaProfessor at University of ConnecticutVerified email at uconn.edu
