Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution

DOI10.1080/03610918.2012.712182zbMath1291.62062OpenAlexW2193568230MaRDI QIDQ5415874

Liu-Cang Wu

Publication date: 19 May 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.712182

zbMATH Keywords

variable selectionpenalized maximum likelihood estimatorheteroscedastic regression modelsjoint location and scale models of the skew-\(t\)-normal distributionskew-\(t\)-normal distribution (StN)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items

Variable selection in finite mixture of median regression models using skew-normal distribution, Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity, Robust variable selection in finite mixture of regression models using the t distribution, Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions, Bayesian inference for joint location and scale nonlinear models with skew-normal errors, A general location model with zero-inflated counts and skew normal outcomes, Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution, A general class of scale-shape mixtures of skew-normal distributions: properties and estimation

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