Simultaneous variable selection for heteroscedastic regression models

DOI10.1007/s11425-010-4147-8zbMath1216.62104MaRDI QIDQ547385

Darong Wang, Zhong-Zhan Zhang

Publication date: 1 July 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-4147-8

zbMATH Keywords

AIC; BIC; adjusted profile log-likelihood

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

Related Items

Variable selection in joint modelling of the mean and variance for hierarchical data, Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity, Estimation and variable selection for mixture of joint mean and variance models, Variable selection in joint location and scale models of the skew-normal distribution, Skew-normal semiparametric varying coefficient model and score test, Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution, A semiparametric Bayesian approach to joint mean and variance models, Variable selection of varying dispersion student-\(t\) regression models, Variable selection in high-dimensional double generalized linear models, Variable selection for skew-normal mixture of joint location and scale models, Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors, Variable selection in joint mean and dispersion models via double penalized likelihood, Variable selection in joint location, scale and skewness models of the skew-normal distribution, A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood, Bayesian inference for joint location and scale nonlinear models with skew-normal errors

Uses Software

• GLIM
• car
• alr3

Cites Work

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