Variable selection in joint location, scale and skewness models of the skew-normal distribution
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Publication:2398850
DOI10.1007/S11424-016-5193-2zbMATH Open1369.62166OpenAlexW2560732761MaRDI QIDQ2398850FDOQ2398850
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
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variable selectionskew-normal distributionpenalized maximum likelihood estimationjoint locationscale and skewness models
Cites Work
- Statistical Applications of the Multivariate Skew Normal Distribution
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Homogeneity diagnostics for skew-normal nonlinear regression models
- Diagnostics for skew-normal nonlinear regression models with AR(1) errors
- GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
- Simultaneous variable selection for heteroscedastic regression models
- Statistical diagnostics for skew-t-normal nonlinear models
- A nonlinear regression model with skew-normal errors
- Wavelets in statistics: A review
- 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
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 and scale models of the skew-\(t\)-normal distribution
- Variable selection in joint location, scale and skewness models with a 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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