Variable selection in joint location, scale and skewness models of the skew-normal distribution

DOI10.1007/S11424-016-5193-2MaRDI QIDQ2398850zbMATH OpenOpenAlexFDO

Authors Ting Ma, Hui-Qiong Li, Liucang Wu

Publication date 21 August 2017

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-016-5193-2

zbMATH Keywords

variable selectionskew-normal distributionpenalized maximum likelihood estimationjoint locationscale and skewness models

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20)

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 805043 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• A nonlinear regression model with skew-normal errors
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• Homogeneity diagnostics for skew-normal nonlinear regression models
• Simultaneous variable selection for heteroscedastic regression models
• Statistical Applications of the Multivariate Skew Normal Distribution
• Statistical diagnostics for skew-t-normal nonlinear models
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
• Variable selection in joint location and scale models of the skew-normal distribution
• Variable selection in joint mean and variance models of Box-Cox transformation
• Wavelets in statistics: A review

Cited in

(11)

• Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
• Variable selection in finite mixture of median regression models using skew-normal distribution
• Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution
• Variable selection in joint location and scale models of the skew-\(t\)-normal distribution
• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
• Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
• 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
• Variable selection in joint location and scale models of the skew-normal distribution
• Variable selection for skew-normal mixture of joint location and scale models
• Variable selection in finite mixture of location and mean regression models using skew-normal distribution

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