Joint modeling of location and scale parameters of the skew-normal distribution
From MaRDI portal
Publication:2350393
DOI10.1007/s11766-014-2916-9zbMath1324.62011MaRDI QIDQ2350393
Publication date: 29 June 2015
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-014-2916-9
normal distribution; maximum likelihood estimators; skew-normal distribution; scale models; variance models; joint location; joint mean
Related Items
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
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A nonlinear regression model with skew-normal errors
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
- Analyzing skewed data by power normal model
- Diagnostics for skew-normal nonlinear regression models with AR(1) errors
- Homogeneity diagnostics for skew-normal nonlinear regression models
- Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- Joint modelling of location and scale parameters of the t distribution
- Statistical Diagnostics for Skew-t-Normal Nonlinear Models
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Statistical Applications of the Multivariate Skew Normal Distribution
- A Generalized Linear Modeling Approach to Robust Design
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
