Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution (Q5415874): Difference between revisions

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scientific article; zbMATH DE number 6296439
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Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution
scientific article; zbMATH DE number 6296439

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    Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution (English)
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    19 May 2014
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    heteroscedastic regression models
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    joint location and scale models of the skew-\(t\)-normal distribution
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    penalized maximum likelihood estimator
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    skew-\(t\)-normal distribution (StN)
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    variable selection
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