Some Computational Aspects of Maximum Likelihood Estimation of the Skew-t Distribution (Q5050402)
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scientific article; zbMATH DE number 7616796
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| English | Some Computational Aspects of Maximum Likelihood Estimation of the Skew-t Distribution |
scientific article; zbMATH DE number 7616796 |
Statements
Some Computational Aspects of Maximum Likelihood Estimation of the Skew-t Distribution (English)
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15 November 2022
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flexible distributions
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maximum likelihood estimation (MLE)
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penalized log-likelihood
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univariate skew-\(t\) distribution
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multivariate skew-\(t\) distribution
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skew-normal distribution
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student's \(t\) distribution
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numerical optimization
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divergent estimates
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R package sn
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deviance function
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asymmetry
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tail-weight
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Galton-Bowley measure
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Moors measure of kurtosis
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quartile deviation
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skewness
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kurtosis
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interpolation
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computing time
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quantile regression
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median regression
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positive-definite matrix
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profile log-likelihood
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explanatory variables
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preliminary estimates
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perturbation invariance property
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symmetry-modulated distributions
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Snedecor's \(F(1,\nu)\) distribution
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