Shutes, Karl and Adcock, Chris (2013): Regularized Extended Skew-Normal Regression.
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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.
Item Type: | MPRA Paper |
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Original Title: | Regularized Extended Skew-Normal Regression |
English Title: | Regularized Extended Skew-Normal Regression |
Language: | English |
Keywords: | Skew-normal; LASSO; l1 regression |
Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C46 - Specific Distributions ; Specific Statistics |
Item ID: | 58445 |
Depositing User: | Dr Karl Shutes |
Date Deposited: | 10 Sep 2014 13:05 |
Last Modified: | 27 Sep 2019 08:17 |
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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/58445 |