Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
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Publication:715499
DOI10.1007/S00184-011-0352-XzbMATH Open1410.62132OpenAlexW1993513030MaRDI QIDQ715499FDOQ715499
Publication date: 29 October 2012
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-011-0352-x
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- Bayesian inference for double generalized linear regression models of the inverse Gaussian distribution
LassoSCADvariable selectionpenalized maximum likelihoodjoint mean and dispersion models of the inverse Gaussian distribution
Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Title not available (Why is that?)
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Diagnostics for heteroscedasticity in regression
- Variable selection in semiparametric regression modeling
- Joint modelling of location and scale parameters of the t distribution
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- The inverse Gaussian distribution. Statistical theory and applications
- Title not available (Why is that?)
- Generalized linear models for the analysis of quality-improvement experiments
- Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
Cited In (22)
- Principal component ridge type estimator for the inverse Gaussian regression model
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- On variable selection in joint modeling of mean and dispersion
- Model selection criteria in beta regression with varying dispersion
- Modified see variable selection for linear instrumental variable regression models
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Variable selection in joint location, scale and skewness models of the skew-normal distribution
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
- Bayesian inference for joint location and scale nonlinear models with skew-normal errors
- A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- Variable selection for varying dispersion beta regression model
- Performance of ridge estimator in inverse Gaussian regression model
- Variable selection of varying dispersion student-\(t\) regression models
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Joint modeling of location and scale parameters of the skew-normal distribution
- Variable selection for skew-normal mixture of joint location and scale models
- Variable selection in finite mixture of location and mean regression models using skew-normal distribution
- A semiparametric Bayesian approach to joint mean and variance models
- Estimation and variable selection for mixture of joint mean and variance models
- Variable selection in joint mean and variance models of Box–Cox transformation
Uses Software
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