Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096): Difference between revisions

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+A new look at the statistical model identification
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+Checking for Lack of Fit in Linear Models with Parametric Variance Functions
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+Multi‐parameter regression survival modeling: An alternative to proportional hazards
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+Q4725475
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+Sparse regression with multi-type regularized feature modeling
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Variable selection for Cox's proportional hazards model and frailty model
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+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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+Adaptive robust variable selection
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+Pathwise coordinate optimization
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+Lasso-type penalization in the framework of generalized additive models for location, scale and shape
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+Hedonic housing prices and the demand for clean air
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+Estimating Regression Models with Multiplicative Heteroscedasticity
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+Variable selection using MM algorithms
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+A globally convergent algorithm for Lasso-penalized mixture of linear regression models
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+Robust Statistics
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+A uniform framework for the combination of penalties in generalized structured models
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+Variable Selection Using a Smooth Information Criterion for   Distributional Regression Models
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+A study of error variance estimation in Lasso regression
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+Generalized Additive Models for Location, Scale and Shape
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+Estimating the dimension of a model
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+Q4344404
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+GAMLSS: A distributional regression approach
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+Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
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+Q4864293
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+BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
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+Unified LASSO Estimation by Least Squares Approximation
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Q3311506
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+Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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