Matches in SemOpenAlex for { <https://semopenalex.org/work/W3048474246> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W3048474246 endingPage "98" @default.
- W3048474246 startingPage "73" @default.
- W3048474246 abstract "In this paper we study several competing models under general class of skew-t distributions. Namely. we consider joint location and scale model (JLSM) under Student’s t and under skew-t distributions, respectively. Similarly, we consider the extension of JLSM to joint location-scale and skewness model (JLSSM) under skew-t distribution in heteroscedastic regression models for subset selection of variables and to deal with heavy-tailedness, and skewness in a data set. To this end, for the first time, we introduce and develop the information-theoretic measure of complexity (ICOMP) criterion in such problems to select the best subset of predictor variables. We provide the computational forms of the celebrated Fisher information and the inverse Fisher information matrices for these models to be used in ICOMP. A large-scale Monte Carlo simulation study is carried out to study the performance of ICOMP in such complicated models. In addition, a real example is provided on a real benchmark data set to select the best subset of the predictors under these three competing models without knowing the true structure and the distributional form of the regression model. Our approach shows the flexibility and versatility of our approach for model selection in complex models." @default.
- W3048474246 created "2020-08-18" @default.
- W3048474246 creator A5016280088 @default.
- W3048474246 creator A5030549839 @default.
- W3048474246 creator A5074572048 @default.
- W3048474246 date "2020-01-01" @default.
- W3048474246 modified "2023-09-23" @default.
- W3048474246 title "Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity" @default.
- W3048474246 cites W1993513030 @default.
- W3048474246 cites W2002591317 @default.
- W3048474246 cites W2010677940 @default.
- W3048474246 cites W2011470643 @default.
- W3048474246 cites W2022898901 @default.
- W3048474246 cites W2046460712 @default.
- W3048474246 cites W2047323625 @default.
- W3048474246 cites W2058404065 @default.
- W3048474246 cites W2064061184 @default.
- W3048474246 cites W2064189889 @default.
- W3048474246 cites W2069638309 @default.
- W3048474246 cites W2082661705 @default.
- W3048474246 cites W2090833007 @default.
- W3048474246 cites W2102340280 @default.
- W3048474246 cites W2143433075 @default.
- W3048474246 cites W2157394313 @default.
- W3048474246 cites W2171050536 @default.
- W3048474246 cites W2193568230 @default.
- W3048474246 cites W2329556022 @default.
- W3048474246 cites W2411131082 @default.
- W3048474246 cites W2544572604 @default.
- W3048474246 cites W2560732761 @default.
- W3048474246 cites W3121736584 @default.
- W3048474246 cites W4293231555 @default.
- W3048474246 doi "https://doi.org/10.1007/978-3-030-42196-0_4" @default.
- W3048474246 hasPublicationYear "2020" @default.
- W3048474246 type Work @default.
- W3048474246 sameAs 3048474246 @default.
- W3048474246 citedByCount "1" @default.
- W3048474246 countsByYear W30484742462021 @default.
- W3048474246 crossrefType "book-chapter" @default.
- W3048474246 hasAuthorship W3048474246A5016280088 @default.
- W3048474246 hasAuthorship W3048474246A5030549839 @default.
- W3048474246 hasAuthorship W3048474246A5074572048 @default.
- W3048474246 hasConcept C101104100 @default.
- W3048474246 hasConcept C105795698 @default.
- W3048474246 hasConcept C134306372 @default.
- W3048474246 hasConcept C149782125 @default.
- W3048474246 hasConcept C152877465 @default.
- W3048474246 hasConcept C182365436 @default.
- W3048474246 hasConcept C33923547 @default.
- W3048474246 hasConcept C41008148 @default.
- W3048474246 hasConcept C43711488 @default.
- W3048474246 hasConcept C76155785 @default.
- W3048474246 hasConcept C93959086 @default.
- W3048474246 hasConceptScore W3048474246C101104100 @default.
- W3048474246 hasConceptScore W3048474246C105795698 @default.
- W3048474246 hasConceptScore W3048474246C134306372 @default.
- W3048474246 hasConceptScore W3048474246C149782125 @default.
- W3048474246 hasConceptScore W3048474246C152877465 @default.
- W3048474246 hasConceptScore W3048474246C182365436 @default.
- W3048474246 hasConceptScore W3048474246C33923547 @default.
- W3048474246 hasConceptScore W3048474246C41008148 @default.
- W3048474246 hasConceptScore W3048474246C43711488 @default.
- W3048474246 hasConceptScore W3048474246C76155785 @default.
- W3048474246 hasConceptScore W3048474246C93959086 @default.
- W3048474246 hasLocation W30484742461 @default.
- W3048474246 hasOpenAccess W3048474246 @default.
- W3048474246 hasPrimaryLocation W30484742461 @default.
- W3048474246 hasRelatedWork W1997711437 @default.
- W3048474246 hasRelatedWork W2059301308 @default.
- W3048474246 hasRelatedWork W2069200667 @default.
- W3048474246 hasRelatedWork W2078262781 @default.
- W3048474246 hasRelatedWork W2094434198 @default.
- W3048474246 hasRelatedWork W2372014694 @default.
- W3048474246 hasRelatedWork W2612706565 @default.
- W3048474246 hasRelatedWork W2792413178 @default.
- W3048474246 hasRelatedWork W3194703209 @default.
- W3048474246 hasRelatedWork W3123654453 @default.
- W3048474246 isParatext "false" @default.
- W3048474246 isRetracted "false" @default.
- W3048474246 magId "3048474246" @default.
- W3048474246 workType "book-chapter" @default.