smoothic (Q85097)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
Variable Selection Using a Smooth Information Criterion
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | smoothic |
Variable Selection Using a Smooth Information Criterion |
Statements
22 August 2023
0 references
Implementation of the SIC epsilon-telescope method, either using single or distributional (multiparameter) regression. Includes classical regression with normally distributed errors and robust regression, where the errors are from the Laplace distribution. The "smooth generalized normal distribution" is used, where the estimation of an additional shape parameter allows the user to move smoothly between both types of regression. See O'Neill and Burke (2022) "Robust Distributional Regression with Automatic Variable Selection" for more details. <arXiv:2212.07317>. This package also contains the data analyses from O'Neill and Burke (2023). "Variable selection using a smooth information criterion for distributional regression models". <doi:10.1007/s11222-023-10204-8>.
0 references
