An objective non-local prior for skew-symmetric models
Methodology
2026-03-10 v1
Abstract
We propose an objective non-local prior for testing symmetry against skew-symmetric alternatives. The prior is derived through a formal construction rule by assigning a uniform distribution to a discrepancy-based measure of the shape parameter's effect. This approach avoids the need for user-specified hyperparameters and produces a weakly informative prior tailored to the skew-symmetric family. We illustrate the use of the proposed prior in the context of testing normality against skew-normal alternatives through both a simulation study and a real-data application.
Cite
@article{arxiv.2603.08285,
title = {An objective non-local prior for skew-symmetric models},
author = {F. J. Rubio},
journal= {arXiv preprint arXiv:2603.08285},
year = {2026}
}
Comments
R code and real data available at: https://github.com/FJRubio67/MOOMIN