Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution (Q1748635)
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scientific article; zbMATH DE number 6868055
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| English | Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution |
scientific article; zbMATH DE number 6868055 |
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Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution (English)
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14 May 2018
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heteroscedastic regression models
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joint location
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scale and skewness models
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penalized maximum likelihood estimator
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skew-\(t\)-normal distribution
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variable selection
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0.944793164730072
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0.9291698932647704
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0.9262651205062866
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0.8860478401184082
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