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

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scientific article; zbMATH DE number 7241478
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    Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
    scientific article; zbMATH DE number 7241478

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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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