Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions
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Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
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- Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
Cites work
- A general class of multivariate skew-elliptical distributions
- A Note on Gamma Functions
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Cross-validation for selecting a model selection procedure
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Estimating the dimension of a model
- Geometric skew normal distribution
- Global convergence of ADMM in nonconvex nonsmooth optimization
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 777587 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Maximum penalized likelihood estimation for skew-normal and skew-t distributions
- Measures of multivariate skewness and kurtosis with applications
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Nearly unbiased variable selection under minimax concave penalty
- Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
- On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
- On the information matrix of the multivariate skew-\(t\) model
- Regularized multivariate regression models with skew-\(t\) error distributions
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Skew-normal antedependence models for skewed longitudinal data
- Statistical Applications of the Multivariate Skew Normal Distribution
- The centred parameterization and related quantities of the skew-t distribution
- The centred parametrization for the multivariate skew-normal distribution
- The Mnet method for variable selection
- The multivariate skew-normal distribution
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection in joint location, scale and skewness models of the skew-normal distribution
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(5)- Maximum penalized likelihood estimation for skew-normal and skew-t distributions
- An overview on the progeny of the skew-normal family -- a personal perspective
- Regularized multivariate regression models with skew-\(t\) error distributions
- Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
- On cross-validated estimation of skew normal model
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