Munich Personal RePEc Archive

Regularized Skew-Normal Regression

Shutes, Karl and Adcock, Chris (2013): Regularized Skew-Normal Regression.

WarningThere is a more recent version of this item available.
[img]
Preview
PDF
MPRA_paper_52217.pdf

Download (675kB) | Preview

Abstract

This paper considers the impact of using the regularisation techniques for the analysis of the extended skew-normal distribution. The approach is estimated using a number of techniques and compared to OLS based LASSO and ridge regressions in addition to non- constrained skew-normal regression.

Available Versions of this Item

UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.