Joint estimation and variable selection for mean and dispersion in proper dispersion models
DOI10.1214/16-EJS1152zbMATH Open1404.62074OpenAlexW2476437382MaRDI QIDQ309529FDOQ309529
Sophie Lambert-Lacroix, Jean-Michel Poggi, Anestis Antoniadis, Irène Gijbels
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1468847266
SCADvariable selectionpenalizationBregman divergencestatistical inferenceFisher-orthogonalityproper dispersion models
Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
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Cited In (8)
- Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
- On variable selection in joint modeling of mean and dispersion
- Two-piece distribution based semi-parametric quantile regression for right censored data
- Robust joint modeling of mean and dispersion through trimming
- Flexible joint modeling of mean and dispersion for the directional tuning of neuronal spike counts
- A procedure for variable selection in double generalized linear models
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Variable selection in joint mean and dispersion models via double penalized likelihood
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