1 citations · 2 across the 4 of their papers we have counts for
4 papers
Conjugacy properties of multivariate unified skew-elliptical distributions
Maicon J. Karling, Daniele Durante, Marc G. Genton
The broad class of multivariate unified skew-normal (SUN) distributions has been recently shown to possess important conjugacy properties. When used as priors for the coefficients…
Multivariate Unified Skew-t Distributions And Their Properties
Kesen Wang, Maicon J. Karling, Reinaldo B. Arellano-Valle +1
The unified skew-t (SUT) is a flexible parametric multivariate distribution that accounts for skewness and heavy tails in the data. A few of its properties can be found scattered i…
Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
Maicon J. Karling, Marc G. Genton, Simos G. Meintanis
We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails.…
Pentadiagonal Matrices and an Application to the Centered MA(1) Stationary Gaussian Process
Maicon J. Karling, Artur O. Lopes, Silvia R. C. Lopes
In this work, we study the properties of a pentadiagonal symmetric matrix with perturbed corners. More specifically, we present explicit expressions for characterizing when this ma…