Simultaneous variable selection for heteroscedastic regression models

DOI10.1007/S11425-010-4147-8zbMath1216.62104OpenAlexW2064061184MaRDI QIDQ547385

Darong Wang, Zhong-Zhan Zhang

Publication date: 1 July 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-4147-8

zbMATH Keywords

AICBICadjusted profile log-likelihood

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (15)

Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity ⋮ Variable selection in joint location, scale and skewness models of the skew-normal distribution ⋮ Estimation and variable selection for mixture of joint mean and variance models ⋮ A semiparametric Bayesian approach to joint mean and variance models ⋮ Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors ⋮ Bayesian inference for joint location and scale nonlinear models with skew-normal errors ⋮ Variable selection of varying dispersion student-\(t\) regression models ⋮ Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution ⋮ Variable selection in joint mean and dispersion models via double penalized likelihood ⋮ Variable selection in high-dimensional double generalized linear models ⋮ Variable selection in joint location and scale models of the skew-normal distribution ⋮ Variable selection in joint modelling of the mean and variance for hierarchical data ⋮ Skew-normal semiparametric varying coefficient model and score test ⋮ A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood ⋮ Variable selection for skew-normal mixture of joint location and scale models

Uses Software

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• alr3
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Cites Work

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