Variable selection in joint location, scale and skewness models with a skew-t-normal distribution
DOI10.4310/SII.2017.V10.N2.A6zbMATH Open1388.62052OpenAlexW2544572604MaRDI QIDQ1748635FDOQ1748635
Authors: Yanqing Zhang, Ting Ma, Liucang Wu, Guo-Liang Tian 
Publication date: 14 May 2018
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2017.v10.n2.a6
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- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
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- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
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- Skewness and fat tails in discrete choice models
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