Pages that link to "Item:Q1748635"
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The following pages link to Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution (Q1748635):
Displaying 11 items.
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Variable selection for skew-normal mixture of joint location and scale models (Q2076702) (← links)
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121) (← links)
- Variable selection in joint location, scale and skewness models of the skew-normal distribution (Q2398850) (← links)
- A Robust Variable Selection to<i>t</i>-type Joint Generalized Linear Models via Penalized<i>t</i>-type Pseudo-likelihood (Q2821000) (← links)
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity (Q5050405) (← links)
- Estimation and variable selection for mixture of joint mean and variance models (Q5079196) (← links)
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions (Q5107518) (← links)
- Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution (Q5415874) (← links)
- Bayesian quantile semiparametric mixed-effects double regression models (Q5880094) (← links)
- Estimation for finite mixture of mode regression models using skew-normal distribution (Q6096207) (← links)
