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Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution - MaRDI portal

Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution (Q1748635)

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scientific article; zbMATH DE number 6868055
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English
Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution
scientific article; zbMATH DE number 6868055

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    Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution (English)
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    14 May 2018
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    heteroscedastic regression models
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    joint location
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    scale and skewness models
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    penalized maximum likelihood estimator
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    skew-\(t\)-normal distribution
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    variable selection
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