Simultaneous variable selection for heteroscedastic regression models

DOI10.1007/s11425-010-4147-8zbMath1216.62104MaRDI QIDQ547385

Zhong-Zhan Zhang, Darong Wang

Publication date: 1 July 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-4147-8

zbMATH Keywords

AIC; BIC; adjusted profile log-likelihood

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

Related Items

Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution, A semiparametric Bayesian approach to joint mean and variance models, Variable selection of varying dispersion student-\(t\) regression models, Variable selection in high-dimensional double generalized linear models, Variable selection in joint mean and dispersion models via double penalized likelihood, Variable selection in joint location, scale and skewness models of the skew-normal distribution, A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood, Bayesian inference for joint location and scale nonlinear models with skew-normal errors

Uses Software

• GLIM
• car
• alr3

Cites Work

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