Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149288 | Journal of Statistical Planning and Inference | 2011 | 13 Pages |
Abstract
We propose a new flexible procedure for modeling skew-symmetric (SS) distributions via B-splines. To avoid over-fitting we follow a penalized likelihood estimation method. The structure of “B-splines SS with penalties” provides a flexible and smooth semi-parametric setting allowing estimates that capture many features of the target function such as asymmetry and multimodality. After outlining some theoretical results, we propose an effective computational strategy. Finally, we present some empirical results on both simulated and real data from chemical processing and banknote forgery data.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Patrizio Frederic,