Pages that link to "Item:Q3429986"

The following pages link to Joint modelling of location and scale parameters of the t distribution (Q3429986):

Displaying 25 items.

• Heteroscedastic symmetrical linear models (Q127161) (← links)
• Diagnostic analysis for heterogeneous log-Birnbaum-Saunders regression models (Q452887) (← links)
• Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
• On parameter orthogonality in symmetric and skew models (Q607192) (← links)
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
• Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477) (← links)
• A new class of inverse Gaussian type distributions (Q745507) (← links)
• Lifetime analysis based on the generalized Birnbaum-Saunders distribution (Q1023538) (← links)
• EGARCH models with fat tails, skewness and leverage (Q1623534) (← links)
• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
• Heteroscedastic Laplace mixture of experts regression models and applications (Q2036128) (← links)
• Variable selection for skew-normal mixture of joint location and scale models (Q2076702) (← links)
• A Bayesian regression model for the non-standardized \(t\) distribution with location, scale and degrees of freedom parameters (Q2091337) (← links)
• Joint modeling of location and scale parameters of the skew-normal distribution (Q2350393) (← links)
• A skew-normal mixture of joint location, scale and skewness models (Q2362939) (← links)
• A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
• Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498) (← links)
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models (Q3564775) (← links)
• Assessment of variance components in elliptical linear mixed models (Q4970701) (← links)
• Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity (Q5050405) (← links)
• Estimation and variable selection for mixture of joint mean and variance models (Q5079196) (← links)
• Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions (Q5107518) (← links)
• Variable selection in joint mean and variance models of Box–Cox transformation (Q5127117) (← links)
• Variable selection in joint location and scale models of the skew-normal distribution (Q5218865) (← links)
• Variable Selection in Joint Location and Scale Models of the Skew-<i>t</i>-Normal Distribution (Q5415874) (← links)