Variable selection in regression models with dependent and asymmetrically distributed error term
From MaRDI portal
Cites work
- A general class of multivariate skew-elliptical distributions
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
- A Statistical View of Some Chemometrics Regression Tools
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 3980216 (Why is no real title available?)
- scientific article; zbMATH DE number 4058622 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Maximum likelihood estimation via the ECM algorithm: A general framework
- On the efficiency of regression analysis with AR(p) errors
- Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm
- Penalized regression models with autoregressive error terms
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust parameter estimation of regression model with AR(p) error terms
- The Skew-normal Distribution and Related Multivariate Families*
- Time series models with asymmetric innovations
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Variable selection in regression models with dependent and asymmetrically distributed error term
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7324778)
