Penalized maximum likelihood method to a class of skewness data analysis

DOI10.1155/2014/824816zbMath1407.62269OpenAlexW2164952927WikidataQ59069659 ScholiaQ59069659MaRDI QIDQ1719214

Qianying Zeng, Qian-Kun Song, Xue-Dong Chen

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/824816

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Uses Software

• glasso
• sn

Cites Work

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• The multivariate skew-normal distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Multivariate skewt-distribution
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• The Skew-normal Distribution and Related Multivariate Families*