1 citations · 1 across the 1 of their papers we have counts for
3 papers · 1 filter
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.…