Flexible mean and dispersion function estimation in extended generalized additive models

DOI10.1080/03610926.2012.654881MaRDI QIDQ3167862zbMATH OpenOpenAlexFDO

Authors Irène Gijbels, Ilaria Prosdocimi

Publication date 29 October 2012

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10278/3711764

zbMATH Keywords

additive modelingdispersion functiondouble exponential familymean functionnonparametric estimationP-splines approximation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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Cites work

• Asymptotic properties of penalized spline estimators
• Efficient estimation of conditional variance functions in stochastic regression
• Fast Stable Direct Fitting and Smoothness Selection for Generalized Additive Models
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized Additive Models for Location, Scale and Shape
• Generalized additive models. An introduction with R.
• Hedonic housing prices and the demand for clean air
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Nonparametric estimation of mean and dispersion functions in extended generalized linear models
• ON CONFIDENCE INTERVALS FOR GENERALIZED ADDITIVE MODELS BASED ON PENALIZED REGRESSION SPLINES
• Optimal estimation in additive regression models
• Overdispersion: Models and estimation.
• Penalized likelihood regression for generalized linear models with non-quadratic penalties
• Robust estimation of mean and dispersion functions in extended generalized additive models

Cited in

(6)

• Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data
• Robust estimation of mean and dispersion functions in extended generalized additive models
• Joint estimation and variable selection for mean and dispersion in proper dispersion models
• Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data
• Nonparametric estimation of mean and dispersion functions in extended generalized linear models
• Flexible joint modeling of mean and dispersion for the directional tuning of neuronal spike counts

Describes a project that uses

Uses Software

• gamair
• GAMLSS

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