Variable Selection in Joint Mean and Dispersion Models via Double Penalized Likelihood

Christiana Charalambous; Jianxin Pan; Mark Tranmer

doi:10.1007/s13571-014-0079-6

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Variable Selection in Joint Mean and Dispersion Models via Double Penalized Likelihood

Christiana Charalambous Jianxin Pan Mark Tranmer

Year: 2014 Journal: Sankhya B Vol: 76 (2)Pages: 276-304 Publisher: Springer Science+Business Media

DOI: 10.1007/s13571-014-0079-6

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Keywords:

Scad Statistics Generalized linear model Mathematics Covariate Feature selection Marginal model Variance (accounting) Generalized linear mixed model Selection (genetic algorithm) Linear model Model selection Variable (mathematics) Econometrics Computer science Regression analysis Artificial intelligence

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Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Variable Selection in Joint Mean and Dispersion Models via Double Penalized Likelihood

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