Estimate a Conditional Skew Normal using robust estimators (Theil-Sen and Firth Logistic Regressions) and an over-parametrized model
Estimate a Conditional Skew Normal using robust estimators (Theil-Sen and Firth Logistic Regressions) and over-parametrized model.
Useful for small and/or noisy observational samples
Working paper to arrive soon
Author: Romain Lafarguette, https://github.com/romainlafarguette, February 2022
Estimate a Conditional Skew Normal using robust estimators (Theil-Sen and Firth Logistic Regressions) and an over-parametrized model
GNU General Public License v3.0