Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution
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Publication:5415874
DOI10.1080/03610918.2012.712182zbMath1291.62062MaRDI QIDQ5415874
Publication date: 19 May 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.712182
variable selection; penalized maximum likelihood estimator; heteroscedastic regression models; joint location and scale models of the skew-\(t\)-normal distribution; skew-\(t\)-normal distribution (StN)
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Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity, Robust variable selection in finite mixture of regression models using the t distribution, Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions, A general location model with zero-inflated counts and skew normal outcomes, Variable selection in finite mixture of median regression models using skew-normal distribution, A general class of scale-shape mixtures of skew-normal distributions: properties and estimation, Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution, Bayesian inference for joint location and scale nonlinear models with skew-normal errors
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