Variable selection of varying dispersion student-t regression models
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Cites work
- scientific article; zbMATH DE number 3899977 (Why is no real title available?)
- scientific article; zbMATH DE number 4054836 (Why is no real title available?)
- scientific article; zbMATH DE number 42417 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Better Subset Regression Using the Nonnegative Garrote
- Heteroscedasticity diagnostics for t linear regression models
- Joint modelling of location and scale parameters of the t distribution
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Robustness of the student t based M-estimator
- Simultaneous variable selection for heteroscedastic regression models
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
- Variable selection for semiparametric varying coefficient partially linear models
- Variable selection in joint location and scale models of the skew-normal distribution
Cited in
(9)- Estimation and variable selection for mixture of joint mean and variance models
- Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net
- Regression modeling via T-Lasso Bayesian method
- Doubly reweighted estimators for the parameters of the multivariate \(t\)-distribution
- A robust variable selection to \(t\)-type joint generalized linear models via penalized \(t\)-type pseudo-likelihood
- Robust Bayesian regularized estimation based on \(t\) regression model
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- Variable selection for skew-normal mixture of joint location and scale models
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