Variable selection in joint location and scale models of the skew-normal distribution
Publication:5218865
DOI10.1080/00949655.2012.657198zbMath1431.62293OpenAlexW2102340280MaRDI QIDQ5218865
Zhong-Zhan Zhang, Liu-Cang Wu, Deng-Ke Xu
Publication date: 6 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2012.657198
variable selectionskew-normal distributionheteroscedastic regression modelsjoint location and scale models of the skew-normal distributionpenalized maximum-likelihood estimator
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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