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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English | 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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