Variable selection for skew-normal mixture of joint location and scale models

DOI10.1007/s11766-021-3774-xzbMath1499.62236MaRDI QIDQ2076702

Ye Tao, Song-qin Yang, Liu-Cang Wu

Publication date: 22 February 2022

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-021-3774-x

zbMATH Keywords

EM algorithm; variable selection; heterogeneous population; mixture of joint location and scale models; skew-normal (SN) distribution

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F10: Point estimation

Uses Software

• GLIM

Cites Work

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