Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393)
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scientific article; zbMATH DE number 7565018
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| English | Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution |
scientific article; zbMATH DE number 7565018 |
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Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (English)
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28 July 2022
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autoregressive process
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expectation maximization algorithm
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linear regression model
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robust estimation
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skew-\(t\)-distribution
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0.9194051
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0.9094057
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0.8889631
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0.8877158
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0.88592976
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0.8803445
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