Simultaneous variable selection for heteroscedastic regression models
From MaRDI portal
Recommendations
- Variable Selection for Heteroscedastic Data Through Variance Estimation
- Estimation and variable selection for a heteroscedastic regression model
- Variable selection by pseudo wavelets in heteroscedastic regression models involving time series
- Model selection for regression with heteroskedastic and autocorrelated errors
- Variable selection in heteroscedastic single-index quantile regression
Cites work
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adjustment of the profile likelihood for a class of normal regression models
- Double Hierarchical Generalized Linear Models (With Discussion)
- Estimating the dimension of a model
- Frequentist Model Average Estimators
- Least angle regression. (With discussion)
- Nonconcave penalized likelihood with a diverging number of parameters.
- One-step sparse estimates in nonconcave penalized likelihood models
- REML estimation: Asymptotic behavior and related topics
- Recovery of inter-block information when block sizes are unequal
- Regression and time series model selection in small samples
- Regularization and Variable Selection Via the Elastic Net
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Focused Information Criterion
- The model selection criterion AICu.
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in joint generalized linear models
Cited in
(27)- Estimation and variable selection for mixture of joint mean and variance models
- Estimation and variable selection for a heteroscedastic regression model
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models
- Variable selection in high-dimensional double generalized linear models
- Variable selection in joint modelling of the mean and variance for hierarchical data
- Variable selection in joint location and scale models of the skew-t-normal distribution
- Skew-normal semiparametric varying coefficient model and score test
- A robust variable selection to t-type joint generalized linear models via penalized t-type pseudo-likelihood
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Mallows criterion for heteroskedastic linear regressions with many regressors
- Variable Selection for Heteroscedastic Data Through Variance Estimation
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models
- SimSel: a new simulation method for variable selection
- 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
- Variable selection by pseudo wavelets in heteroscedastic regression models involving time series
- Variable selection in joint location and scale models of the skew-normal distribution
- Model selection for regression with heteroskedastic and autocorrelated errors
- Variable selection of varying dispersion student-t regression models
- Robust parameter estimation and variable selection in regression models for asymmetric heteroscedastic data
- A simultaneous estimation and variable selection rule
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Optimal subsampling for double generalized linear models with heterogeneous massive data
- Variable selection for skew-normal mixture of joint location and scale models
- A semiparametric Bayesian approach to joint mean and variance models
This page was built for publication: Simultaneous variable selection for heteroscedastic regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q547385)
