Variable selection in joint mean and dispersion models via double penalized likelihood
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Publication:2258178
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Cites work
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- Heuristics of instability and stabilization in model selection
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- Joint Estimation of Location, Dispersion, and Random Effects in Robust Design
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- The Adaptive Lasso and Its Oracle Properties
- The Matrix-Logarithmic Covariance Model
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Cited in
(8)- Variable selection for joint mean and dispersion models of the lognormal distribution
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Simultaneous variable selection for joint models of longitudinal and survival outcomes
- Variable selection in joint generalized linear models
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
- On variable selection in joint modeling of mean and dispersion
- Conditional means of the dependent variable in a double-selection model: the roles of diet and exercise in body weight
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
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