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stat.ME2023
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…
stat.ME2023
Which Parameterization of the Matérn Covariance Function?
Kesen Wang, Sameh Abdulah, Ying Sun +1
The Matérn family of covariance functions is currently the most popularly used model in spatial statistics, geostatistics, and machine learning to specify the correlation between t…