A new algorithm for fitting semi-parametric variance regression models

DOI10.1007/s00180-021-01067-6zbMath1505.62340OpenAlexW3126780433MaRDI QIDQ2135905

Kristy P. Robledo, Ian C. Marschner

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01067-6

zbMATH Keywords

EM algorithmsemiparametric regressionB-splinesvariance regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10)

Related Items

VarReg

Uses Software

• R
• GLIM
• MASS (R)
• SemiPar
• logbin

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Combinatorial EM algorithms
• A quasi-Newton acceleration for high-dimensional optimization algorithms
• A plug-in the number of knots selector for polynomial spline regression
• Statistical Analysis of Financial Data in S-Plus
• The EM Algorithm and Extensions, 2E
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• A note on nonregular likelihood functions in heteroscedastic regression models
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Semiparametric Regression
• Relative Risk Regression for Binary Outcomes: Methods and Recommendations