Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution

Volume: 41 Number: 2 February 1, 2012
  • L.-c. Wu
  • Z.-z. Zhang
  • D.-k. Xu
EN TR

Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution

Abstract

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Keywords

References

  1. Aitkin , M. Modelling variance heterogeneity in normal regression using GLIM, Applied Statistics 36, 332–339, 1987.
  2. Antoniadis, A. Wavelets in statistics: a review (with discussion), Journal of the Italian Statistical Association 6, 97–144, 1997.
  3. Carroll, R. J. The effect of variance function estimating on prediction and calibration: an example, In Statistical Decision Theory and Related Topics IV (eds J. O. Berger and S. S.Gupta) vol.II. (Springer, Heidelberg, 1987).
  4. Carroll, R. J. and Rupert, D. Transforming and weighting in regression (Chapman and Hall, London, 1988).
  5. Crow, E. and Shimizu, K. Lognormal distributions: theory and practice (Marcel Decker, New York, 1988).
  6. Fan, J. Q. and Li, R. Variable selection via nonconcave penalized likelihood and its oracle properties, Journal of American Statistical Association 96, 1348–1360, 2001.
  7. Fan, J. Q. and Lv, J. C. A selective overview of variable selection in high dimensional feature space, Statistica Sinica 20, 101–148, 2010.
  8. Harvey, A. C. Estimating regression models with multiplicative heteroscedasticity, Econo- metrica 44, 460–465, 1976.

Details

Primary Language

Turkish

Subjects

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Journal Section

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Authors

L.-c. Wu This is me

Z.-z. Zhang This is me

D.-k. Xu This is me

Publication Date

February 1, 2012

Submission Date

May 11, 2014

Acceptance Date

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Published in Issue

Year 2012 Volume: 41 Number: 2

APA
Wu, L.- c., Zhang, Z.- z., & Xu, D.- k. (2012). Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution. Hacettepe Journal of Mathematics and Statistics, 41(2), 307-320. https://izlik.org/JA43DL98JT
AMA
1.Wu L c., Zhang Z z., Xu D k. Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution. Hacettepe Journal of Mathematics and Statistics. 2012;41(2):307-320. https://izlik.org/JA43DL98JT
Chicago
Wu, L.-c., Z.-z. Zhang, and D.-k. Xu. 2012. “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”. Hacettepe Journal of Mathematics and Statistics 41 (2): 307-20. https://izlik.org/JA43DL98JT.
EndNote
Wu L- c., Zhang Z- z., Xu D- k. (February 1, 2012) Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution. Hacettepe Journal of Mathematics and Statistics 41 2 307–320.
IEEE
[1]L.- c. Wu, Z.- z. Zhang, and D.- k. Xu, “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”, Hacettepe Journal of Mathematics and Statistics, vol. 41, no. 2, pp. 307–320, Feb. 2012, [Online]. Available: https://izlik.org/JA43DL98JT
ISNAD
Wu, L.-c. - Zhang, Z.-z. - Xu, D.-k. “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”. Hacettepe Journal of Mathematics and Statistics 41/2 (February 1, 2012): 307-320. https://izlik.org/JA43DL98JT.
JAMA
1.Wu L- c., Zhang Z- z., Xu D- k. Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution. Hacettepe Journal of Mathematics and Statistics. 2012;41:307–320.
MLA
Wu, L.-c., et al. “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”. Hacettepe Journal of Mathematics and Statistics, vol. 41, no. 2, Feb. 2012, pp. 307-20, https://izlik.org/JA43DL98JT.
Vancouver
1.L.-c. Wu, Z.-z. Zhang, D.-k. Xu. Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution. Hacettepe Journal of Mathematics and Statistics [Internet]. 2012 Feb. 1;41(2):307-20. Available from: https://izlik.org/JA43DL98JT