Estimation and variable selection for mixture of joint mean and variance models
From MaRDI portal
Publication:5079196
DOI10.1080/03610926.2020.1738493OpenAlexW3011450613MaRDI QIDQ5079196
Ye Tao, Shuangshuang Li, Liu-Cang Wu
Publication date: 25 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1738493
EM algorithmvariable selectionheterogeneous populationmixture of regression modelsmixture of joint mean and variance models
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistics (62-XX)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Variable selection of varying dispersion student-\(t\) regression models
- Simultaneous variable selection for heteroscedastic regression models
- A maximum likelihood methodology for clusterwise linear regression
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
- A Markov model for switching regressions
- Bayesian variable selection for finite mixture model of linear regressions
- Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution
- Robust variable selection for finite mixture regression models
- Variable selection in finite mixture of semi-parametric regression models
- A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood
- Regularization in Finite Mixture of Regression Models with Diverging Number of Parameters
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
- New estimation and feature selection methods in mixture-of-experts models
- Joint modelling of location and scale parameters of the t distribution
- Variable Selection in Finite Mixture of Regression Models
- Statistical analysis of finite mixture distributions
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Finite mixture models
- Regularization and selection in Gaussian mixture of autoregressive models
- Wavelets in statistics: A review
- Identifiability of Finite Mixtures of Elliptical Distributions
- On the Identifiability of Finite Mixtures
- Bayesian modeling of variance heterogeneity in normal regression models
This page was built for publication: Estimation and variable selection for mixture of joint mean and variance models