Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
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Cites work
- scientific article; zbMATH DE number 472953 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Diagnostics for heteroscedasticity in regression
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Generalized linear models for the analysis of quality-improvement experiments
- Joint modelling of location and scale parameters of the t distribution
- The inverse Gaussian distribution. Statistical theory and applications
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Variable selection in joint generalized linear models
- Variable selection in semiparametric regression modeling
- Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
Cited in
(26)- Estimation and variable selection for mixture of joint mean and variance models
- Principal component ridge type estimator for the inverse Gaussian regression model
- Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
- 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
- Parameters estimation for joint mean and dispersion models with mixture inverse Gaussian data
- Model selection criteria in beta regression with varying dispersion
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Modified see variable selection for linear instrumental variable regression models
- A robust variable selection to \(t\)-type joint generalized linear models via penalized \(t\)-type pseudo-likelihood
- Variable selection in joint mean and variance models of Box-Cox transformation
- 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
- Bayesian inference for double generalized linear regression models of the inverse Gaussian distribution
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- Variable selection of varying dispersion student-\(t\) regression models
- Variable selection for varying dispersion beta regression model
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Performance of ridge estimator in inverse Gaussian regression model
- Joint modeling of location and scale parameters of the skew-normal distribution
- Variable selection for skew-normal mixture of joint location and scale models
- A semiparametric Bayesian approach to joint mean and variance models
- Variable selection in finite mixture of location and mean regression models using skew-normal distribution
- Variable selection for joint mean and dispersion models of the lognormal distribution
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