Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution (Q1748635)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution |
scientific article |
Statements
Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution (English)
0 references
14 May 2018
0 references
heteroscedastic regression models
0 references
joint location
0 references
scale and skewness models
0 references
penalized maximum likelihood estimator
0 references
skew-\(t\)-normal distribution
0 references
variable selection
0 references