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Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions.
Sheng Wang
Dale L. Zimmerman
Patrick Breheny
Published in:
J. Multivar. Anal. (2020)
Keyphrases
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finite mixtures
multivariate normal
dependence structure
multivariate data
regression model
mixed data
probability distribution function
density estimation
accurate estimation
multivariate time series
total least squares