Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized multivariate regression models with skew-\(t\) error distributions |
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Regularized multivariate regression models with skew-\(t\) error distributions (English)
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5 May 2014
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cross-validation
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ECM algorithm
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lasso regression
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likelihood function
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multivariate skew-\(t\)
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penalty
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