Semiparametric estimation of mean and variance functions for non-Gaussian data

DOI10.1007/S00180-006-0017-9MaRDI QIDQ2463671zbMATH OpenOpenAlexWikidataFDO

Authors David J. Nott

Publication date 16 December 2007

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-006-0017-9

zbMATH Keywords

variance estimationdouble exponential modelsoverdispersion modelling

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Numerical analysis or methods applied to Markov chains (65C40) Generalized linear models (logistic models) (62J12)

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Cites work

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• A note on overdispersed exponential families
• An extended quasi-likelihood function
• Bayesian Measures of Model Complexity and Fit
• Componentwise adaptation for high dimensional MCMC
• Double Exponential Families and Their Use in Generalized Linear Regression
• Extended Poisson Process Modelling and Analysis of Count Data
• Generalized Additive Models for Location, Scale and Shape
• Local Estimating Equations
• Local Polynomial Estimation in Multiparameter Likelihood Models
• Overdispersed generalized linear models
• Semiparametric Regression
• Variance Function Estimation

Cited in

(13)

• Approximate lognormality of the sample semi-variogram under a gaussian process
• Semiparametric regression during 2003--2007
• scientific article; zbMATH DE number 6613568 (Why is no real title available?)
• Flexible mean and dispersion function estimation in extended generalized additive models
• Bayesian nonparametric regression with varying residual density
• Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data
• Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach
• Nonparametric estimation of mean and dispersion functions in extended generalized linear models
• Bayesian analysis for semiparametric mixed-effects double regression models
• Bayesian analysis and diagnostic of overdispersion models for binomial data
• A new algorithm for fitting semi-parametric variance regression models
• A semiparametric Bayesian approach to joint mean and variance models
• Semiparametric regression and graphical models

Describes a project that uses

Uses Software

• BayesDA
• GAMLSS
• SemiPar
• alr3

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