Variable selection of varying dispersion student-\(t\) regression models (Q498090)
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scientific article; zbMATH DE number 6485590
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| English | Variable selection of varying dispersion student-\(t\) regression models |
scientific article; zbMATH DE number 6485590 |
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Variable selection of varying dispersion student-\(t\) regression models (English)
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25 September 2015
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LASSO
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SCAD
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student-\(t\) distribution
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variable selection
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varying dispersion
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0.7857873439788818
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0.7806293368339539
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0.7770571708679199
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0.7709818482398987
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