Man

Reinaldo Boris Arellano Valle

Profesor Titular

PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

Santiago, Chile

Líneas de Investigación


Teoría de Distribuciones; Análisis Multivariado; Modelos con Errores; Modelos Lineales Generalizados; Teoría de la Información.

Educación

  •  Estadística, UNIVERSIDADE DE SAO PAULO. Brasil, 1994
  •  Estadística, PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE. Chile, 1990
  •  Ingeniero Civil Industrial, UNIVERSIDAD DE CHILE. Chile, 1983

Experiencia Académica

  •   Profesor Titular Full Time

    PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

    Matemáticas

    Santiago, Chile

    1981 - A la fecha

Formación de Capital Humano


Ph.D. Students
Filidor Vilca Labra (1996, USP-Brasil). Asymptotic inference in measurement error model with elliptical distributions (with Heleno Bolfarine).
Rosangela H. Loschi (1998, USP-Brasil) Imprevistos e suas Cosequencias (with Pilar Iglesias)
Susana Ozán (2002, USP-Brasil). Inference in measurement error models under skew-elliptical distributions (with Heleno Bolfarine)
V. Hugo Lachos (2004, USP-Brasil). Asymmetric models: theory and applications (with Heleno Bolfarine).
Hector Gómez (2004, PUC-Chile). Asymmetric extensions of symmetric distributions: properties and inference.
Hugo Salinas (2007, PUC-Chile). Unification of univariate asymmetric models: properties and inference.
Francisco Torres (2008, PUC-Chile). Bayesian robust models with applications to small area estimation (with Gloria Icaza).
L. Mauricio Castro (2008, PUC-Chile). The skew-normal distribution: identifiability and reduction, and the Bayesian approach for the mixture problem (with Ernesto San Martín).
Karla Muñoz (2009, PUC-Chile). An extension of the normal censored regression model:
estimation and applications.
Alexandre Galvao Patriota (2010, USP-Brasil). On heterocedastic measurement error models (with H. Bolfarine).
Pedro Cortéz (2011, USP-Brasil). Estimation and inference in a heterocedastic structural measurement error model (with Heleno Bolfarine).
Gabriela Valdes (2011, PUC-Chile). Properties and applications of the multivariate skew-normal distribution.
Natalia Herriquez (2011, PUC-Chile). A proposal to make Bayesian inference on heterocedastic populations with correlated observations (with Francisco Torres).
Jorge Figueroa (2011, PUC-Chile). Mixed beta regression models: a classical and Bayesian approach.
Jalmar Carrasco (2012, USP-Brasil). Inference and diagnostic in beta regression models with errors-in-variables (with Silvia Ferrari).
Juan Olivares (2017, PUC-Chile). Bias reduction and penalized likelihood function in elliptical measurement error models (with Manuel Galea).
Gustavo H.M. Rocha (2013, UFMG-Brasil) Robust inference for non-normal measurement error models with limited response variables (with Rosangela Loschi).
Jaime Arrue Álvarez (2016, PUC-Chile). Bias reduction in the maximum likelihood estimation in asymmetric models (with Héctor Gómez).
Fereshte Kahrari (2017, University of Birjand, Iran). A Study of the multivariate skew-symmetric distributions (External Advisor).
Javier Contreras Reyes (2017, UV) Generalized skew-normal negentropy and its applications (with Milan Stehlík)
Karol Santoro (2019, PUC-Chile). Modelo con error de medida two-piece normal


Premios y Distinciones

  •   Mahalanobis International Award 2019

    International Statistical Institute

    Malasia, 2019

    The prestigious Mahalanobis International Award 2019 (sponsored by the Indian government) is awarded to Prof. Reinaldo Arellano-Valle, a long time academic leader in Statistics for his outstanding contributions to capacity building in developing countries. Catch his presentation on the 21st of August 2019 at 08:50 am For more information, please visit www.isi2019.org #ISIWSC2019


 

Article (86)

A two-piece normal measurement error model
Non-Gaussian geostatistical modeling using (skew) t processes
Scale and shape mixtures of matrix variate extended skew normal distributions
Symmetrical and asymmetrical mixture autoregressive processes
A flexible class of parametric distributions for Bayesian linear mixed models
A skew-normal dynamic linear model and Bayesian forecasting
Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution
On a new type of Birnbaum-Saunders models and its inference and application to fatigue data
Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
Time series models based on the unrestricted skew-normal process
A Bayesian approach to errors-in-variables beta regression
Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution
Estimation and diagnostic analysis in skew-generalized-normal regression models
Scale and shape mixtures of multivariate skew-normal distributions.
Skew-Normal-Cauchy Linear Mixed Models
A Bayesian Approach to Robust Skewed Autoregressive Processes
Flexible Bayesian analysis of the von Bertalanffy growth function with the use of a log-skew-t distribution
Generalized Skew-Normal Negentropy and Its Application to Fish Condition Factor Time Series
Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
Scale mixtures of skew-normal-Cauchy distributions
Bayesian mismeasurement t-models for censored errors-in-variables.
Bias reduction of maximum likelihood estimates for a modified skew-normal distribution.
On the multivariate skew-normal-Cauchy distribution
Skewed factor models using selection mechanisms.
Maximum likelihood methods in a robust censored errors-in-variables model.
Comparing growth curves with asymmetric heavy-tailed errors=> Application to the southern blue whiting (Micromesistius australis).
Errors-in-variables beta regression models
L-statistics from multivariate unified skew-elliptical distributions
Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach
A note on the parameterization of multivariate skewed-normal distributions
Change Point Detection in The Skew-Normal Model Parameters
Growth estimates of cardinalfish (Epigonus crassicaudus) based on scale mixtures of skew-normal distributions
Maximum penalized likelihood estimation for skew-normal and skew-t distributions.
Mixed beta regression: A Bayesian perspective
Parameter Interpretation in Skewed Logistic Regression with Random Intercept
Shannon entropy and mutual information for multivariate skew-elliptical distributions.
The centred parameterization and related quantities of the skew-t distribution.
An Extension to the scale mixture of normals for Bayesian small-area estimation [Una extensión a la mezcla de escala de normales para la estimación Bayesiana en pequeñas áreas]
Kullback-Leibler divergence measure for Multivariate Skew-Normal Distributions.
Student-t censored regression model: properties and inference
Test procedures based on combination of Bayesian evidences for H-0
A multivariate ultrastructural errors-in-variables model with equation error.
An extension of the Epsilon-skew-normal distribution.
An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators.
Bayesian inference for dependent elliptical measurement error models.
Likelihood based inference for skew-normal independent linear mixed models
Multivariate extended skew-t distributions and related families
On the information matrix of the multivariate skew-t model
Perturbation of Numerical Confidential Data via Skew-t Distributions
Shape mixtures of multivariate skew-normal distributions.
A note on Bayesian identification of change points in data sequences
Bayesian Inference for Shape Mixtures of Skewed Distributions, with Application to Regression Analysis
On the exact distribution of the maximum of absolutely continuous dependent random variables
The centred parametrization for the multivariate skew-normal distribution
Bayesian inference for skew-normal linear mixed models
Full predictivistic modeling of stock market data: Application to change point problems
Likelihood-based inference for multivariate skew-normal regression models
On the exact distribution of linear combinations of order statistics from dependent random variables.
The extended skew-exponential power distribution and its derivation
A unified view on skewed distributions arising from selections
Bayesian inference in spherical linear models=> Robustness and conjugate analysis.
Bayesian sensitivity analysis and model comparison for skew elliptical models
On the unification of families of skew-normal distributions
On fundamental skew distributions.
Skew normal measurement error models.
Skew-normal mixed linear models
Statistical inference for a general class of asymmetric distributions.
A new class of skew-normal distributions.
Bayesian analysis of the calibration problem under elliptical distributions
A Gibbs sampling scheme to the product partition model: an application to change-point problems
Predictivistic characterizations of multivariate student-t models
Conditioning on uncertain event: Extensions to Bayesian inference
Definition and probabilistic properties of skew-distributions
Measurement error models with nonconstant covariance matrices
On some characterizations of spherical distributions
On some characterizations of spherical distributions.
Bayesian analysis of the calibration problem under elliptical distributions
Bayesian sensitivity analysis in elliptical linear regression models.
Bartlett and Bartlett-type corrections for testing linear restrictions
Elliptical Functional Models
On Score Tests in Structural Regression Models
Weak nondifferential measurement error models
A note on the simple structural regression model
Elliptical structural models
Ultrastructural elliptical models
ON SOME CHARACTERIZATIONS OF THE T-DISTRIBUTION

Errata (1)

The centred parametrization for the multivariate skew-normal distribution (vol 99, pg 1362, 2008)

Proyecto (25)

MULTIVARIATE ANALYSIS UNDER NON-STANDARD ASSUMPTIONS
FULL STATISTICAL ANALYSIS OF NON-STANDARD REGRESSION MODELS
Modelos de Regressao e Aplicacoes.
MULTIVARIATE REGRESSION MODEL WITH MEASUREMENT ERROR UNDER NON-NORMALDISTRIBUTIONS
MIXTURES AND TRUNCATIONS OF SKEW-SYMMETRIC DISTRIBUTIONS WITH APPLICATIONS IN STATISTICAL MODELLING
STATISTICAL REGRESSION WITH (AND WITHOUT) MEASUREMENT ERRORS UNDER NON-STANDARD ASSUMPTIONS
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING
Flexible classes of distributions produced by perturbation of symmety=> probabilistic, statistical and applied aspects.
Modelos de Regresao e Aplicacoes.
UNI-MULTIMODAL FLEXIBILITY BASED ON SKEW-ELLIPTICAL DISTRIBUTIONS
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING
Modelos com erros nas variaveis.
FONDECYT EN LINEAS COMPLEMENTARIAS
INFERENCE IN REGRESSION MODELS UNDER NON-STANDARD ASSUMPTIONS
INFERENCE IN ELLIPTICAL REGRESSION MODELS WITH MEASUREMENT ERRORS
INFERENCE IN ELLIPTICAL REGRESSION MODELS WITH MEASUREMENT ERRORS.
ROBUST MODELLING AND DIAGNOSTICS IN STRUCTURAL COMPARATIVE CALIBRATION
BAYESIAN ANALYSIS IN ELLIPTICAL MEASUREMENT ERROR MODELS=> ROBUSTNESS, CALIBRATION AND CHANGE POINTS PROBLEMS.
INFERENCE IN MEASUREMENT ERROR MODELS UNDER ELLIPTICAL DISTRIBUTIONS.
Inference in models with errors-in-variables and the predictive approach of the de Finetti.
Tests asintóticos modificados en el modelo de regresión t independiente.
Some developments in discrete regression models.
62
Reinaldo Arellano

Profesor Titular

Estadística

PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

Santiago, Chile

2
Ernesto San Martín

Profesor Titular

Estadística

PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE, FACULTAD DE MATEMÁTICAS

Santiago, Chile

2
Luis Castro

Profesor Asociado

Departamento de Estadística

Pontificia Universidad Católica de Chile

Santiago, Chile

1
Rodrigo Wiff

Researcher

Ecology

Pontificia Universidad Católica de Chile

Santiago, Chile

1
Karol Santoro

académica

Matemáticas

Universidad Católica del Norte

Antofagasta , Chile

1
Moreno Bevilacqua

Profesor Asociado

Universidad Adolfo Ibánez

Viña del Mar, Chile

1
Ignacio Vidal

Profesor Asociado

UNIVERSIDAD DE TALCA

Talca, Chile