Variable selection in joint location and scale models of the skew-normal distribution (Q5218865)

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scientific article; zbMATH DE number 7177662
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Variable selection in joint location and scale models of the skew-normal distribution
scientific article; zbMATH DE number 7177662

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    Variable selection in joint location and scale models of the skew-normal distribution (English)
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    6 March 2020
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    heteroscedastic regression models
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    joint location and scale models of the skew-normal distribution
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    penalized maximum-likelihood estimator
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    skew-normal distribution
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    variable selection
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