Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions
DOI10.1016/J.JMVA.2020.104639zbMATH Open1448.62077OpenAlexW3032887758MaRDI QIDQ2196121FDOQ2196121
Authors: Sheng Wang, Patrick Breheny, 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
Recommendations
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- Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
penalized likelihoodregularizationskewnesssparsitymultivariate skew normal distributionmultivariate skew \(t\) distribution
Parametric hypothesis testing (62F03) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)
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Cited In (4)
- Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
- An overview on the progeny of the skew-normal family -- a personal perspective
- Maximum penalized likelihood estimation for skew-normal and skew-\(t\) distributions
- Regularized multivariate regression models with skew-\(t\) error distributions
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