Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
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Publication:85096
DOI10.48550/arXiv.2110.02643zbMath1517.62040arXiv2110.02643OpenAlexW4366690028MaRDI QIDQ85096
Meadhbh O'Neill, Kevin Burke, Meadhbh O'Neill, Kevin Burke
Publication date: 6 October 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.02643
heteroscedasticityvariable selectioninformation criteriapenalized maximum likelihooddistributional regressionmultiparameter regression
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Cites Work
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