Variable Selection for Heteroscedastic Data Through Variance Estimation

DOI10.1081/SAC-200068357MaRDI QIDQ5697364zbMATH OpenFDO

Authors Songjoon Baek, Filiz Karaman, Hongshik Ahn

Publication date 17 October 2005

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAC-200068357

zbMATH Keywords

Akaike information criterionexperimental designhomoscedasticityMallows' \(C_{p}\)regressionvariance estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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Cites work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A comparison of tests of equality of variances
• A new look at the statistical model identification
• A Note on the C p Statistic
• Applied Regression Analysis
• Bootstrap Methods for Testing Homogeneity of Variances
• scientific article; zbMATH DE number 1156422 (Why is no real title available?)
• Properties of sufficiency and statistical tests
• Selection of Regressors
• Some Comments on C P

Cited in

(7)

• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
• Mallows criterion for heteroskedastic linear regressions with many regressors
• High-dimensional heteroscedastic regression with an application to eQTL data analysis
• Estimation and variable selection for a heteroscedastic regression model
• Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model
• Heteroscedastic linear models for analysing process data
• Simultaneous variable selection for heteroscedastic regression models

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