Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
DOI10.1016/j.jmva.2020.104639zbMath1448.62077OpenAlexW3032887758MaRDI QIDQ2196121
Patrick Breheny, Sheng Wang, Dale L. Zimmerman
Publication date: 28 August 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104639
regularizationskewnesssparsitymultivariate skew normal distributionpenalized likelihoodmultivariate skew \(t\) distribution
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Parametric hypothesis testing (62F03)
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