Pages that link to "Item:Q2398850"
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The following pages link to Variable selection in joint location, scale and skewness models of the skew-normal distribution (Q2398850):
Displaying 7 items.
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity (Q5050405) (← links)
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions (Q5107518) (← links)
- Variable selection in finite mixture of median regression models using skew-normal distribution (Q5880189) (← links)
- Variable selection in finite mixture of location and mean regression models using skew-normal distribution (Q6125000) (← links)