Variable selection of varying dispersion student-t regression models
DOI10.1007/S11424-014-2223-9zbMATH Open1320.93080OpenAlexW2010677940MaRDI QIDQ498090FDOQ498090
Authors: Weihua Zhao, Riquan Zhang 
Publication date: 25 September 2015
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-014-2223-9
Recommendations
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- Robust Bayesian regularized estimation based on \(t\) regression model
- Variable selection in joint location and scale models of the skew-\(t\)-normal distribution
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- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
Statistical distribution theory (62E99) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)
Cites Work
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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- One-step sparse estimates in nonconcave penalized likelihood models
- Model Selection and Estimation in Regression with Grouped Variables
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- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Heteroscedasticity diagnostics for \(t\) linear regression models
- Better Subset Regression Using the Nonnegative Garrote
- Variable selection for semiparametric varying coefficient partially linear models
- Joint modelling of location and scale parameters of the t distribution
- Robustness of the student t based M-estimator
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- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
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- Simultaneous variable selection for heteroscedastic regression models
- Variable selection in joint location and scale models of the skew-normal distribution
Cited In (9)
- 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
- Estimation and variable selection for mixture of joint mean and variance models
- Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net
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