Variable selection in joint mean and variance models of Box–Cox transformation

DOI10.1080/02664763.2012.722609MaRDI QIDQ5127117

Zhong-Zhan Zhang, Liu-Cang Wu, Deng-Ke Xu

Publication date: 21 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2012.722609

zbMATH Keywords

variable selection; Box-Cox transformation; penalized maximum likelihood estimator; joint mean and variance models

Mathematics Subject Classification ID

62-XX: Statistics

Related Items

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, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution, Variable selection for skew-normal mixture of joint location and scale models, Variable selection in joint location, scale and skewness models of the skew-normal distribution

Uses Software

• GLIM
• MINITAB

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Diagnostics for heteroscedasticity in regression
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
• Variable selection in semiparametric regression modeling
• Regularized REML for Estimation in Heteroscedastic Regression Models
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Joint modelling of location and scale parameters of the t distribution
• Estimating Regression Models with Multiplicative Heteroscedasticity
• A Generalized Linear Modeling Approach to Robust Design
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Wavelets in statistics: A review
• Tuning parameter selectors for the smoothly clipped absolute deviation method