Variable selection in joint location, scale and skewness models of the skew-normal distribution
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Publication:2398850
DOI10.1007/s11424-016-5193-2zbMath1369.62166MaRDI QIDQ2398850
Ting Ma, Liu-Cang Wu, Hui-Qiong Li
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
variable selection; skew-normal distribution; penalized maximum likelihood estimation; joint location; scale and skewness models
62J20: Diagnostics, and linear inference and regression
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