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

DOI10.1007/s00180-006-0017-9zbMath1164.62342OpenAlexW1997595052WikidataQ60305158 ScholiaQ60305158MaRDI QIDQ2463671

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

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

Related Items (7)

Nonparametric estimation of mean and dispersion functions in extended generalized linear models ⋮ Bayesian nonparametric regression with varying residual density ⋮ Semiparametric regression during 2003--2007 ⋮ Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data ⋮ SEMIPARAMETRIC REGRESSION AND GRAPHICAL MODELS ⋮ Bayesian analysis and diagnostic of overdispersion models for binomial data ⋮ Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach

Uses Software

• alr3
• SemiPar
• GAMLSS
• BayesDA

Cites Work

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