Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity

DOI10.1007/978-3-030-42196-0_4MaRDI QIDQ5050405zbMATH OpenOpenAlexFDO

Authors Olcay Arslan, Hamparsum Bozdogan, Yeşim Güney

Publication date 15 November 2022

Published in Emerging Topics in Statistics and Biostatistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-42196-0_4

zbMATH Keywords

\(t\)-distributionjoint locationlog-linear model for the scalemaximal covariance complexitymaximum likelihood (ML)model complexitymodel selectionobserved Fisher information matrixpenalized estimationregressionrobustnessscale and skewness model (JLSSM)skew \(t\)-distributionskew distributionskewnessstatistical modelingvariable selection

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(3)

• Robust model selection in linear regression models using information complexity
• On the information matrix of the multivariate skew-\(t\) model
• Robust parameter estimation and variable selection in regression models for asymmetric heteroscedastic data

Describes a project that uses

Uses Software

• GLIM
• sn

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