Variable selection for joint mean and dispersion models of the inverse Gaussian distribution

DOI10.1007/s00184-011-0352-xzbMath1410.62132MaRDI QIDQ715499

Hui-Qiong Li, Liu-Cang Wu

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

zbMATH Keywords

variable selection; Lasso; SCAD; penalized maximum likelihood; joint mean and dispersion models of the inverse Gaussian distribution

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

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Uses Software

• GLIM

Cites Work

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