Pages that link to "Item:Q547385"
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The following pages link to Simultaneous variable selection for heteroscedastic regression models (Q547385):
Displaying 9 items.
- A semiparametric Bayesian approach to joint mean and variance models (Q383915) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Variable selection for skew-normal mixture of joint location and scale models (Q2076702) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Variable selection in joint location, scale and skewness models of the skew-normal distribution (Q2398850) (← links)
- A Robust Variable Selection to<i>t</i>-type Joint Generalized Linear Models via Penalized<i>t</i>-type Pseudo-likelihood (Q2821000) (← links)
- Bayesian inference for joint location and scale nonlinear models with skew-normal errors (Q2965598) (← links)
