Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
scientific article

    Statements

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

    Identifiers