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Reinaldo Boris Arellano Valle

Profesor Titular

PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

Santiago, Chile

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

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

Profesor Titular Full Time

PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

Matemáticas

Santiago, Chile

1981 - At present

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

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


A two-piece normal measurement error model Azzalini A.; Santoro K. Article ISI SCOPUS (2020)
Non-Gaussian geostatistical modeling using (skew) t processes CaamaÃ±o-Carrillo C.; Morales-OÃ±ate V. Article ISI SCOPUS Scandinavian Journal of Statistics (2020)
Scale and shape mixtures of matrix variate extended skew normal distributions Article Journal of Multivariate Analysis (2020)
Symmetrical and asymmetrical mixture autoregressive processes Article BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS (2020)
A flexible class of parametric distributions for Bayesian linear mixed models Article ISI TEST (2019)
A skew-normal dynamic linear model and Bayesian forecasting Quintero, FOL Article ISI COMPUTATIONAL STATISTICS (2019)
Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution Sharifipanah N.; Chinipardaz R.; Parham G.A. Article SCOPUS Communications in Statistics - Theory and Methods (2019)
On a new type of Birnbaum-Saunders models and its inference and application to fatigue data ArruÃ© J. Article SCOPUS Journal of Applied Statistics (2019)
Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions Article ISI STATISTICS AND COMPUTING (2019)
Time series models based on the unrestricted skew-normal process Zarrin, P; Khodadai, Z Article ISI SCOPUS JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2019)
A Bayesian approach to errors-in-variables beta regression Figueroa-Zuniga, J; Carrasco, JMF; Arellano-Valle, R Article ISI SCOPUS BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS (2018)
Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution Kahrari F.; Rezaei M. Article SCOPUS Communications in Statistics: Simulation and Computation (2018)
Estimation and diagnostic analysis in skew-generalized-normal regression models Ferreira, C.E.; Arellano-Valle, R.B. Article JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2018)
Scale and shape mixtures of multivariate skew-normal distributions. Arellano-Valle, R. B.; Ferreira, C. S.; Genton, M. G. Article JOURNAL OF MULTIVARIATE ANALYSIS (2018)
Skew-Normal-Cauchy Linear Mixed Models Kahrari F. Article SCOPUS Sankhya B (2018)
A Bayesian Approach to Robust Skewed Autoregressive Processes Dey, Dipak K.; Mahmoudi, Mohammad R.; Jalali, Seyed Mohammad J. Article Calcutta Statistical Association Bulletin (2017)
Flexible Bayesian analysis of the von Bertalanffy growth function with the use of a log-skew-t distribution López Quintero, Freddy Omar; Contreras-Reyes, Javier E. Article ISI SCOPUS FISHERY BULLETIN (2017)
Generalized Skew-Normal Negentropy and Its Application to Fish Condition Factor Time Series Arellano-Valle, RB; Contreras-Reyes, JE; Stehlik, M Article Entropy (2017)
Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions Article ISI SCOPUS JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2017)
Scale mixtures of skew-normal-Cauchy distributions Article ISI SCOPUS STATISTICS & PROBABILITY LETTERS (2017)
Bayesian mismeasurement t-models for censored errors-in-variables. Rocha, G.H.M.A.; Loschi, R.H.; Arellano-Valle, R.B. (2016) Article STATISTICS (2016)
Bias reduction of maximum likelihood estimates for a modified skew-normal distribution. Arrue, J.; Arellano-Valle, R.B. Article Journal of Statistical Computation and Simulation (2016)
On the multivariate skew-normal-Cauchy distribution Kahrari F.; Rezaei M.; Yousefzadeh F. Article ISI SCOPUS STATISTICS & PROBABILITY LETTERS (2016)
Skewed factor models using selection mechanisms. Kim, H.-M.; Maadooliat, M.; Arellano-Valle, R. B.; Genton, M. G. (2016) Article JOURNAL OF MULTIVARIATE ANALYSIS (2016)
Maximum likelihood methods in a robust censored errors-in-variables model. Rocha, G.H.M.A.; Arellano-Valle, R.B.; Loschi, R.H. (2015) Article TEST (2015)
Comparing growth curves with asymmetric heavy-tailed errors=> Application to the southern blue whiting (Micromesistius australis). Contreras-Reyes, J.E.; Arellano-Valle, R.B.; Canales, T.M. (2014) Article FISHERIES RESEARCH (2014)
Errors-in-variables beta regression models Ferrari S.L.P. Article SCOPUS Journal of Applied Statistics (2014)
L-statistics from multivariate unified skew-elliptical distributions Arellano-Valle, RB; Jamalizadeh, A; Mahmoodian, H; Balakrishnan, N. Article ISI SCOPUS METRIKA (2014)
Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach Lachos, VH; Arellano-Valle, RB Article ISI STATISTICAL METHODOLOGY (2014)
A note on the parameterization of multivariate skewed-normal distributions San Martin, E.; Arellano-Valle, RB Article ISI SCOPUS Brazilian Journal of Probability and Statistics (2013)
Change Point Detection in The Skew-Normal Model Parameters Arellano-Valle, RB; Loschi, RH Article ISI SCOPUS Communications in Statistics - Theory and Methods (2013)
Growth estimates of cardinalfish (Epigonus crassicaudus) based on scale mixtures of skew-normal distributions Arellano-Valle, RB Article ISI SCOPUS Fisheries Research (2013)
Maximum penalized likelihood estimation for skew-normal and skew-t distributions. Azallini, A.; Arellano-Valle, R.B. (2013) Article JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2013)
Mixed beta regression: A Bayesian perspective Figueroa-Zuniga, JI; Arellano-Valle, RB Article ISI SCOPUS Computational Statistics and Data Analysis (2013)
Parameter Interpretation in Skewed Logistic Regression with Random Intercept Loschi, RH; Arellano-Valle, RB Article ISI SCOPUS Bayesian Analysis (2013)
Shannon entropy and mutual information for multivariate skew-elliptical distributions. Arellano-Valle, R. B.; Contreras-Reyes, J. E.; Genton, M. G. (2013) Article SCANDINAVIAN JOURNAL OF STATISTICS (2013)
The centred parameterization and related quantities of the skew-t distribution. Arellano-Valle, R.B.; Azzalini, A. (2013) Article JOURNAL OF MULTIVARIATE ANALYSIS (2013)
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] Article SCOPUS Revista Colombiana de Estadistica (2012)
Kullback-Leibler divergence measure for Multivariate Skew-Normal Distributions. Contreras-Reyes, J.; Arellano-Valle, R. B. (2012) Article Entropy (2012)
Student-t censored regression model: properties and inference Castro, L.M.; Gonzalez-Farias G.; Munoz-Gajardo K.A. Article ISI SCOPUS Statistical Methods and Applications (2012)
Test procedures based on combination of Bayesian evidences for H-0 Santos C.C. Article ISI SCOPUS Brazilian Journal of Probability and Statistics (2012)
A multivariate ultrastructural errors-in-variables model with equation error. Patriota, A.; Bolfarine, H.; Arellano-Valle, R.B. (2011) Article JOURNAL OF MULTIVARIATE ANALYSIS (2011)
An extension of the Epsilon-skew-normal distribution. Arellano-Valle, R.B.; Cortés M.A., Gómez W. H. (2010) Article COMMUNICATIONS IN STATISTICS-THEORY AND METHODS (2010)
An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators. Arellano-Valle, R.B.; Genton, M.G. (2010) Article ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (2010)
Bayesian inference for dependent elliptical measurement error models. Vidal, I.; Arellano-Valle, R.B. (2010) Article JOURNAL OF MULTIVARIATE ANALYSIS (2010)
Likelihood based inference for skew-normal independent linear mixed models Ghosh P. Article SCOPUS Statistica Sinica (2010)
Multivariate extended skew-t distributions and related families Article SCOPUS Metron (2010)
On the information matrix of the multivariate skew-t model Article SCOPUS Metron (2010)
Perturbation of Numerical Confidential Data via Skew-t Distributions Lee S.; Genton, MG; Arellano-Valle, RB Article ISI SCOPUS Management Science (2010)
Shape mixtures of multivariate skew-normal distributions. Arellano-Valle, R. B.; Genton, M. G.; Loschi, R. H. (2009) Article JOURNAL OF MULTIVARIATE ANALYSIS (2009)
A note on Bayesian identification of change points in data sequences Loschi, RH; Cruz, FRB; Takahashi, RHC; Iglesias, PL; Arellano-Valle, RB; Smith, JM Article ISI SCOPUS COMPUTERS & OPERATIONS RESEARCH (2008)
Bayesian Inference for Shape Mixtures of Skewed Distributions, with Application to Regression Analysis Arellano-Valle, RB; Genton, MG Article ISI SCOPUS BAYESIAN ANALYSIS (2008)
On the exact distribution of the maximum of absolutely continuous dependent random variables Arellano-Valle, RB; Genton, MG Article ISI SCOPUS STATISTICS & PROBABILITY LETTERS (2008)
The centred parametrization for the multivariate skew-normal distribution Arellano-Valle, RB; Azzalini A. Article ISI SCOPUS JOURNAL OF MULTIVARIATE ANALYSIS (2008)
Bayesian inference for skew-normal linear mixed models Arellano-Valle, RB; Bolfarine, H; Lachos, VH Article ISI SCOPUS JOURNAL OF APPLIED STATISTICS (2007)
Full predictivistic modeling of stock market data: Application to change point problems Article EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2007)
Likelihood-based inference for multivariate skew-normal regression models Lachos, VH; Bolfarine, H; Arellano-Valle, RB; Montenegro, LC Article ISI SCOPUS COMMUNICATIONS IN STATISTICS-THEORY AND METHODS (2007)
On the exact distribution of linear combinations of order statistics from dependent random variables. Arellano-Valle, R.B.; Genton, M.G. (2007) Article JOURNAL OF MULTIVARIATE ANALYSIS (2007)
The extended skew-exponential power distribution and its derivation Arellano-Valle, RB Article ISI SCOPUS COMMUNICATIONS IN STATISTICS-THEORY AND METHODS (2007)
A unified view on skewed distributions arising from selections Article Canadian Journal of Statistics (2006)
Bayesian inference in spherical linear models=> Robustness and conjugate analysis. Arellano-Valle, R. B.; del Pino, G.; Iglesias, P. (2006) Article JOURNAL OF MULTIVARIATE ANALYSIS (2006)
Bayesian sensitivity analysis and model comparison for skew elliptical models Vidal, I; iglesias, P; Branco, MD; Arellano-Valle, RB Article ISI SCOPUS JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2006)
On the unification of families of skew-normal distributions Arellano-Valle, RB; Azzalini A. Article ISI SCANDINAVIAN JOURNAL OF STATISTICS (2006)
On fundamental skew distributions. Arellano-Valle, R. B.; Genton, M. G. (2005) Article JOURNAL OF MULTIVARIATE ANALYSIS (2005)
Skew normal measurement error models. Arellano-Valle, R. B.; Ozan, S.; Bolfarine, H.; Lachos, V. H. (2005) Article JOURNAL OF MULTIVARIATE ANALYSIS (2005)
Skew-normal mixed linear models Article Journal of Data Science (2005)
Statistical inference for a general class of asymmetric distributions. Arellano-Valle, R. B.; Gómez, H.; Quintana, F. A. (2005) Article JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2005)
A new class of skew-normal distributions. Arellano-Valle, R. B.; Gómez, H.; Quintana, F. A. (2004) Article COMMUNICATIONS IN STATISTICS-THEORY AND METHODS (2004)
Bayesian analysis of the calibration problem under elliptical distributions Article (2003)
A Gibbs sampling scheme to the product partition model: an application to change-point problems Loschi, RH; Cruz, FRB; Iglesias, PL Article ISI COMPUTERS & OPERATIONS RESEARCH (2003)
Predictivistic characterizations of multivariate student-t models Loschi, RH; Iglesias, PL Article ISI JOURNAL OF MULTIVARIATE ANALYSIS (2003)
Conditioning on uncertain event: Extensions to Bayesian inference Loschi, RH; Iglesias, PL; Arellano-Valle, RB Article ISI TEST (2002)
Definition and probabilistic properties of skew-distributions Del Pino, G; San Martin, E. Article ISI STATISTICS & PROBABILITY LETTERS (2002)
Measurement error models with nonconstant covariance matrices Arellano-Valle, RB; Bolfarine, H; Gasco, L Article ISI SCOPUS JOURNAL OF MULTIVARIATE ANALYSIS (2002)
On some characterizations of spherical distributions Article ISI STATISTICS & PROBABILITY LETTERS (2001)
On some characterizations of spherical distributions. Arellano-Valle, R. B. (2001) Article Statistics and Probability Letters (2001)
Bayesian analysis of the calibration problem under elliptical distributions Article JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2000)
Bayesian sensitivity analysis in elliptical linear regression models. Arellano-Valle, R. B.; Galea-Rojas, M.; Iglesias, P. (2000) Article JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2000)
Bartlett and Bartlett-type corrections for testing linear restrictions Article Applied Economics Letters (1999)
Elliptical Functional Models Article Journal of Multivariate Analysis (1998)
On Score Tests in Structural Regression Models Bolfarine, Heleno Article Statistics (1998)
Weak nondifferential measurement error models Article ISI STATISTICS & PROBABILITY LETTERS (1998)
A note on the simple structural regression model Article Annals of the Institute of Statistical Mathematics (1996)
Elliptical structural models Article Communications in Statistics - Theory and Methods (1996)
Ultrastructural elliptical models Article Canadian Journal of Statistics (1996)
ON SOME CHARACTERIZATIONS OF THE T-DISTRIBUTION Article ISI STATISTICS & PROBABILITY LETTERS (1995)


The centred parametrization for the multivariate skew-normal distribution (vol 99, pg 1362, 2008) Arellano-Valle, RB; Azzalini A. Errata ISI SCOPUS Journal of Multivariate Analysis (2009)


MULTIVARIATE ANALYSIS UNDER NON-STANDARD ASSUMPTIONS FONDECYT (1150325) Proyecto 2015-2019 Coinvestigador(a)
FULL STATISTICAL ANALYSIS OF NON-STANDARD REGRESSION MODELS FONDECYT (1120121) Proyecto 2012-2016 Inv. Responsable
Modelos de Regressao e Aplicacoes. FAPESP (2012/21788-2) Proyecto 2012-2018 Investigador(a)
MULTIVARIATE REGRESSION MODEL WITH MEASUREMENT ERROR UNDER NON-NORMALDISTRIBUTIONS FONDECYT (1110318) Proyecto 2011-2015 Coinvestigador(a)
MIXTURES AND TRUNCATIONS OF SKEW-SYMMETRIC DISTRIBUTIONS WITH APPLICATIONS IN STATISTICAL MODELLING FONDECYT (1090411) Proyecto 2009-2013 Coinvestigador(a)
STATISTICAL REGRESSION WITH (AND WITHOUT) MEASUREMENT ERRORS UNDER NON-STANDARD ASSUMPTIONS FONDECYT (1085241) Proyecto 2008-2012 Inv. Responsable
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING FONDECYT (7070137) Proyecto 2007-2008 Inv. Responsable
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING FONDECYT (7060133) Proyecto 2006-2007 Inv. Responsable
Flexible classes of distributions produced by perturbation of symmety=> probabilistic, statistical and applied aspects. MIUR-Italy (2006132978) Proyecto 2006-2008 Investigador(a)
Modelos de Regresao e Aplicacoes. FAPESP (04/15304-6) Proyecto 2006-2011 Investigador(a)
UNI-MULTIMODAL FLEXIBILITY BASED ON SKEW-ELLIPTICAL DISTRIBUTIONS FONDECYT (1060727) Proyecto 2006-2009 Coinvestigador(a)
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING FONDECYT (7050091) Proyecto 2005-2006 Inv. Responsable
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING FONDECYT (1040865) Proyecto 2004-2008 Inv. Responsable
AN UNIFIED TREATMENT OF SKEW-DISTRIBUTIONS, WITH APPLICATIONS IN STATISTICAL MODELLING FONDECYT (7040100) Proyecto 2004-2005 Inv. Responsable
Modelos com erros nas variaveis. FAPESP (99/10611-8) Proyecto 2001-2004 Investigador(a)
FONDECYT EN LINEAS COMPLEMENTARIAS FONDECYT (8000004) Proyecto 2000-2003 Inv. Principal
INFERENCE IN REGRESSION MODELS UNDER NON-STANDARD ASSUMPTIONS FONDECYT (8000004) Proyecto 2000-2003 Inv. Principal
INFERENCE IN ELLIPTICAL REGRESSION MODELS WITH MEASUREMENT ERRORS FONDECYT (7990041) Proyecto 1999-2000 Inv. Responsable
INFERENCE IN ELLIPTICAL REGRESSION MODELS WITH MEASUREMENT ERRORS. FONDECYT (1990431) Proyecto 1999-2000 Inv. Responsable
ROBUST MODELLING AND DIAGNOSTICS IN STRUCTURAL COMPARATIVE CALIBRATION FONDECYT (1980451) Proyecto 1998-2000 Coinvestigador(a)
BAYESIAN ANALYSIS IN ELLIPTICAL MEASUREMENT ERROR MODELS=> ROBUSTNESS, CALIBRATION AND CHANGE POINTS PROBLEMS. FONDECYT (1971128) Proyecto 1997-2000 Coinvestigador(a)
INFERENCE IN MEASUREMENT ERROR MODELS UNDER ELLIPTICAL DISTRIBUTIONS. FONDECYT (1960937) Proyecto 1996-1999 Inv. Responsable
Inference in models with errors-in-variables and the predictive approach of the de Finetti. FUNDACION ANDES (C-12777/9) Proyecto 1995-1997 Coinvestigador(a)
Tests asintóticos modificados en el modelo de regresión t independiente. DIUC (95/12E.) Proyecto 1995-1996 Inv. Principal
Some developments in discrete regression models. DIUC (94/81) Proyecto 1981-1984 Coinvestigador(a)