Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions

Sheng Wang, Dale L. Zimmerman, Patrick Breheny. Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions. J. Multivariate Analysis, 179:104639, 2020. [doi]

Abstract

Abstract is missing.