Pages that link to "Item:Q5142208"
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The following pages link to GAMLSS: A distributional regression approach (Q5142208):
Displaying 14 items.
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- Robust fitting for generalized additive models for location, scale and shape (Q2029094) (← links)
- Bucket plot: a visual tool for skewness and kurtosis comparisons (Q2083417) (← links)
- Finite mixture of Birnbaum-Saunders distributions using the \(k\)-bumps algorithm (Q2136039) (← links)
- A parametric regression framework for the skew sinh-arcsinh \(t\) distribution (Q2245835) (← links)
- Quantile regression: A short story on how and why (Q5142205) (← links)
- A primer on Bayesian distributional regression (Q5142206) (← links)
- Boosting for statistical modelling-A non-technical introduction (Q5142213) (← links)
- Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching (Q6067167) (← links)
- Principal component regression in GAMLSS applied to Greek–German government bond yield spreads (Q6078174) (← links)
- An extension of the partially linear Rice regression model for bimodal and correlated data (Q6155660) (← links)
- Mixture of experts distributional regression: implementation using robust estimation with adaptive first-order methods (Q6589380) (← links)
- Unit regression models to explain vote proportions in the Brazilian presidential elections in 2018 (Q6605926) (← links)
