Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution (Q5415874)
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scientific article; zbMATH DE number 6296439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution |
scientific article; zbMATH DE number 6296439 |
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Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution (English)
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19 May 2014
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heteroscedastic regression models
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joint location and scale models of the skew-\(t\)-normal distribution
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penalized maximum likelihood estimator
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skew-\(t\)-normal distribution (StN)
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variable selection
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