Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models

DOI10.1080/03610926.2012.654881zbMath1296.62072OpenAlexW1969168323MaRDI QIDQ3167862

Irène Gijbels, Ilaria Prosdocimi

Publication date: 29 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10278/3711764

zbMATH Keywords

dispersion functionnonparametric estimationmean functiondouble exponential familyP-splines approximationadditive modeling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Related Items

Joint estimation and variable selection for mean and dispersion in proper dispersion models, Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data

Uses Software

• GAMLSS
• gamair

Cites Work

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