A procedure for variable selection in double generalized linear models
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Cites work
- A Bayesian analysis of the minimum AIC procedure
- A new look at the statistical model identification
- Bootstrap-based model selection criteria for beta regressions
- Estimating the dimension of a model
- Generalized Additive Models for Location, Scale and Shape
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 3254517 (Why is no real title available?)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Model Selection and Model Averaging
- Model selection criteria in beta regression with varying dispersion
- Model Selection: An Integral Part of Inference
- Random forests
- Regression and time series model selection in small samples
- Reparameterized Birnbaum-Saunders regression models with varying precision
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- The Probability Plot Correlation Coefficient Test for Normality
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
- Variable selection in high-dimensional double generalized linear models
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