Variable Selection for Heteroscedastic Data Through Variance Estimation

DOI10.1081/SAC-200068357zbMATH Open1072.62055MaRDI QIDQ5697364FDOQ5697364

Authors: Songjoon Baek, Filiz Karaman, Hongshik Ahn 

Publication date: 17 October 2005

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

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zbMATH Keywords

experimental designregressionvariance estimationhomoscedasticityAkaike information criterionMallows' \(C_{p}\)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Sequential statistical analysis (62L10)

Cites Work

• Some Comments on C P
• A new look at the statistical model identification
• Properties of sufficiency and statistical tests
• A comparison of tests of equality of variances
• Bootstrap Methods for Testing Homogeneity of Variances
• Title not available (Why is that?)
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Applied Regression Analysis
• Selection of Regressors
• A Note on the C p Statistic

Cited In (7)

• Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model
• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
• Mallows criterion for heteroskedastic linear regressions with many regressors
• Heteroscedastic linear models for analysing process data
• High-dimensional heteroscedastic regression with an application to eQTL data analysis
• Estimation and variable selection for a heteroscedastic regression model
• Simultaneous variable selection for heteroscedastic regression models

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