Variable selection in joint location and scale models of the skew-normal distribution

DOI10.1080/00949655.2012.657198zbMath1431.62293OpenAlexW2102340280MaRDI QIDQ5218865

Zhong-Zhan Zhang, Liu-Cang Wu, Deng-Ke Xu

Publication date: 6 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.657198

zbMATH Keywords

variable selectionskew-normal distributionheteroscedastic regression modelsjoint location and scale models of the skew-normal distributionpenalized maximum-likelihood estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (14)

Variable selection in finite mixture of median regression models using skew-normal distribution ⋮ Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity ⋮ Variable selection in joint location, scale and skewness models of the skew-normal distribution ⋮ Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions ⋮ Variable selection in finite mixture of location and mean regression models using skew-normal distribution ⋮ Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors ⋮ A general location model with zero-inflated counts and skew normal outcomes ⋮ Variable selection of varying dispersion student-\(t\) regression models ⋮ Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution ⋮ Heteroscedastic Laplace mixture of experts regression models and applications ⋮ Variable selection for semiparametric errors-in-variables regression model with longitudinal data ⋮ Skew-normal semiparametric varying coefficient model and score test ⋮ Variable selection for skew-normal mixture of joint location and scale models ⋮ Variable selection in finite mixture of regression models using the skew-normal distribution

Uses Software

• GLIM
• alr3

Cites Work

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