Variable selection for joint mean and dispersion models of the lognormal distribution

zbMATH Open1278.62030MaRDI QIDQ2869504FDOQ2869504

Authors: Zhongzhan Zhang, Liucang Wu, Deng-Ke Xu 

Publication date: 3 January 2014

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07)

Cited In (8)

• An enhanced lognormal selection procedure
• On variable selection in joint modeling of mean and dispersion
• The maximum likelihood estimator for joint mean and dispersion in generalized linear models of the lognormal distribution
• Joint estimation and variable selection for mean and dispersion in proper dispersion models
• Statistical inference for joint mean and dispersion in generalized linear models with mixture lognormal distribution
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
• Variable selection in joint generalized linear models
• Variable selection in joint mean and dispersion models via double penalized likelihood

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