Joint estimation and variable selection for mean and dispersion in proper dispersion models
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Publication:309529
DOI10.1214/16-EJS1152zbMath1404.62074OpenAlexW2476437382MaRDI QIDQ309529
Sophie Lambert-Lacroix, Anestis Antoniadis, Jean-Michel Poggi, Irène Gijbels
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1468847266
penalizationstatistical inferencevariable selectionproper dispersion modelsBregman divergenceSCADFisher-orthogonality
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)
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A procedure for variable selection in double generalized linear models, Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models, On variable selection in joint modeling of mean and dispersion, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
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