SKEWED PROBIT REGRESSION - IDENTIFIABILITY, CONTRACTION AND REFORMULATION

Van Niekerk, J; Rue, H

Van Niekerk, J (corresponding author), King Abdullah Univ Sci & Technol, CEMSE Div, Thuwal, Saudi Arabia.

REVSTAT-STATISTICAL JOURNAL, 2021; 19 (1): 1

Abstract

Skewed probit regression is but one example of a statistical model that generalizes a simpler model, like probit regression. All skew-symmetric distri......

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