Logo
Munich Personal RePEc Archive

Regularized Extended Skew-Normal Regression

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

This is the latest version of this item.

[thumbnail of MPRA_paper_74961.pdf]
Preview
PDF
MPRA_paper_74961.pdf

Download (1MB) | 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

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.