Bayesian Inference for the Multivariate Skew-t Model
Estimates the multivariate skew-t and nested models, as described in the
articles Liseo, B., Parisi, A. (2013). Bayesian inference for the multivariate skew-normal
model: a population Monte Carlo approach. Comput. Statist. Data Anal.
and in Parisi, A., Liseo, B. (2017). Objective Bayesian
analysis for the multivariate skew-t model. Statistical Methods & Applications