Regularized multivariate regression models with skew-t error distributions

Mathematics

• Matrix 100%
• Regression Model 100%
• Multivariate Regression 100%
• Error Distribution 100%
• Objective Function 50%
• Linear Regression Model 50%
• Regularization 50%
• Simulation Study 50%
• Response Vector 50%
• Log Likelihood 50%
• Minimizes 50%
• Normal Likelihood 50%
• Conditional Expectation 50%
• Real Data 50%
• Regression Coefficient 50%

Keyphrases

• Multivariate Linear Regression Model 100%
• Negative Log-likelihood 100%
• Sparse Estimators 100%
• Multivariate Regression Model 100%
• Inverse Scale 100%