Variable Selection for Heteroscedastic Data Through Variance Estimation

DOI10.1081/SAC-200068357zbMath1072.62055MaRDI QIDQ5697364

Filiz Karaman, Songjoon Baek, Hongshik Ahn

Publication date: 17 October 2005

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

zbMATH Keywords

Akaike information criterionregressionvariance estimationexperimental designhomoscedasticityMallows' \(C_{p}\)

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• A comparison of tests of equality of variances
• Bootstrap Methods for Testing Homogeneity of Variances
• Selection of Regressors
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Applied Regression Analysis
• A Note on the C p Statistic
• Some Comments on C P
• Properties of sufficiency and statistical tests
• A new look at the statistical model identification

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