Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121)
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English | Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions |
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Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (English)
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28 August 2020
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multivariate skew normal distribution
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multivariate skew \(t\) distribution
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penalized likelihood
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regularization
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skewness
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sparsity
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