Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity-Reference-Cited by-同舟云学术

Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity

Published:2020 Issue: Volume: Page:73-98
ISSN:2524-7735
Container-title:Emerging Topics in Statistics and Biostatistics
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Author:

Güney Yeşim,Arslan Olcay,Bozdogan Hamparsum

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-030-42196-0_4

Reference35 articles.

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3. Arslan, O., Genç, A. I. (2003). Robust location and scale estimation based on the univariate generalized t (GT) distribution. Communications in Statistics: Theory and Methods, 32(8), 1505–1525.

4. Azzalini, A. (1985). A class of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12, 171–178.

5. Azzalini, A. (2005). The skew-normal distribution and related multivariate families. Scandinavian Journal of Statistics, 32(2), 159–188.

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