A unified approach to regularize maximum likelihood models for linear, multivariate normal, logistic (binomial and polytomous), Poisson, and Cox proportional hazards based on between-predictor correlation is presented. Regularization is accomplished via penalization based on the strength of...

We studied the effects of sample size and distribution scale/shape for 3 types of skewness (g1, G1, and b1) and kurtosis (g2, G2, and b2) using 18 simulated probability distributions. In general, skewness and kurtosis always increased with increasing sample size. The order in the skewness...