Aitkin , M. Modelling variance heterogeneity in normal regression using GLIM, Applied Statistics 36, 332–339, 1987.
Antoniadis, A. Wavelets in statistics: a review (with discussion), Journal of the Italian Statistical Association 6, 97–144, 1997.
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).
Carroll, R. J. and Rupert, D. Transforming and weighting in regression (Chapman and Hall, London, 1988).
Crow, E. and Shimizu, K. Lognormal distributions: theory and practice (Marcel Decker, New York, 1988).
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.
Fan, J. Q. and Lv, J. C. A selective overview of variable selection in high dimensional feature space, Statistica Sinica 20, 101–148, 2010.
Harvey, A. C. Estimating regression models with multiplicative heteroscedasticity, Econo- metrica 44, 460–465, 1976.
Lee, Y. and Nelder, J. A. Generalized linear models for the analysis of quality improvement experiments, The Canadian Journal of Statistics 26 (1), 95–105, 1998.
Li, G. R., Peng, H. and Zhu, L. X. Nonconcave penalized M-estimation with a diverging number of parameters, Statistica Sinica 21, 391–419, 2011.
Li, R. and Liang, H. Variable selection in semiparametric regression modeling, The Annals of Statistics 36, 261–286, 2008.
Limpert, E., Stahel, W. A. and Abbt, M. Lognormal distributions across the sciences: Keys and clues, BioScience 51, 341–352, 2001.
Nelder, J. A. and Lee, Y. Generalized linear models for the analysis of Taguchi-type exper- iments, Applied Stochastic Models and Data Analysis 7, 107–120, 1991.
Park, R. E. Estimation with heteroscedastic error terms, Econometrica 34, 888, 1966.
Shimizu, K. et.al. Lognormal distribution and its applications (John Wiley and Sons, New York, 1988).
Smyth, G. K. Generalized linear models with varying dispersion, Journal of the Royal Sta- tistical Society, Series B 51, 47–60, 1989.
Smyth, G. K. and Verbyla, A. P. Adjusted likelihood methods for modelling dispersion in generalized linear models, Environmetrics 10, 696–709, 1999.
Taylor, J. T. and Verbyla, A. P. Joint modelling of location and scale parameters of the t distribution, Statistical Modelling 4, 91–112, 2004.
Tibshirani, R. Regression shrinkage and selection via the LASSO, Journal of the Royal Statistical Society, Series B 58, 267–288, 1996.
Verbyla, A. P. Variance heterogeneity: residual maximum likelihood and diagnostics, Journal of the Royal Statistical Society, Series B 52, 493–508, 1993.
Wang, D. R. and Zhang, Z. Z. Variable selection in joint generalized linear models, Chinese Journal of Applied Probability and Statistics 25, 245–256, 2009.
Wang, H., Li, R. and Tsai, C. Tuning parameter selectors for the smoothly clipped absolute deviation method, Biometrika 94, 553–568, 2007.
Weisberg, S. Applied Linear Regression (Wiley, New York, 1985).
Zhao, P. X. and Xue, L. G. Variable selection for semiparametric varying coefficient partially linear errors-in-variables models, Journal of Multivariate Analysis 101, 1872–1883, 2010.
Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution
Year 2012,
Volume: 41 Issue: 2, 307 - 320, 01.02.2012
Aitkin , M. Modelling variance heterogeneity in normal regression using GLIM, Applied Statistics 36, 332–339, 1987.
Antoniadis, A. Wavelets in statistics: a review (with discussion), Journal of the Italian Statistical Association 6, 97–144, 1997.
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).
Carroll, R. J. and Rupert, D. Transforming and weighting in regression (Chapman and Hall, London, 1988).
Crow, E. and Shimizu, K. Lognormal distributions: theory and practice (Marcel Decker, New York, 1988).
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.
Fan, J. Q. and Lv, J. C. A selective overview of variable selection in high dimensional feature space, Statistica Sinica 20, 101–148, 2010.
Harvey, A. C. Estimating regression models with multiplicative heteroscedasticity, Econo- metrica 44, 460–465, 1976.
Lee, Y. and Nelder, J. A. Generalized linear models for the analysis of quality improvement experiments, The Canadian Journal of Statistics 26 (1), 95–105, 1998.
Li, G. R., Peng, H. and Zhu, L. X. Nonconcave penalized M-estimation with a diverging number of parameters, Statistica Sinica 21, 391–419, 2011.
Li, R. and Liang, H. Variable selection in semiparametric regression modeling, The Annals of Statistics 36, 261–286, 2008.
Limpert, E., Stahel, W. A. and Abbt, M. Lognormal distributions across the sciences: Keys and clues, BioScience 51, 341–352, 2001.
Nelder, J. A. and Lee, Y. Generalized linear models for the analysis of Taguchi-type exper- iments, Applied Stochastic Models and Data Analysis 7, 107–120, 1991.
Park, R. E. Estimation with heteroscedastic error terms, Econometrica 34, 888, 1966.
Shimizu, K. et.al. Lognormal distribution and its applications (John Wiley and Sons, New York, 1988).
Smyth, G. K. Generalized linear models with varying dispersion, Journal of the Royal Sta- tistical Society, Series B 51, 47–60, 1989.
Smyth, G. K. and Verbyla, A. P. Adjusted likelihood methods for modelling dispersion in generalized linear models, Environmetrics 10, 696–709, 1999.
Taylor, J. T. and Verbyla, A. P. Joint modelling of location and scale parameters of the t distribution, Statistical Modelling 4, 91–112, 2004.
Tibshirani, R. Regression shrinkage and selection via the LASSO, Journal of the Royal Statistical Society, Series B 58, 267–288, 1996.
Verbyla, A. P. Variance heterogeneity: residual maximum likelihood and diagnostics, Journal of the Royal Statistical Society, Series B 52, 493–508, 1993.
Wang, D. R. and Zhang, Z. Z. Variable selection in joint generalized linear models, Chinese Journal of Applied Probability and Statistics 25, 245–256, 2009.
Wang, H., Li, R. and Tsai, C. Tuning parameter selectors for the smoothly clipped absolute deviation method, Biometrika 94, 553–568, 2007.
Weisberg, S. Applied Linear Regression (Wiley, New York, 1985).
Zhao, P. X. and Xue, L. G. Variable selection for semiparametric varying coefficient partially linear errors-in-variables models, Journal of Multivariate Analysis 101, 1872–1883, 2010.
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.
AMA
Wu Lc, Zhang Zz, Xu Dk. Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution. Hacettepe Journal of Mathematics and Statistics. February 2012;41(2):307-320.
Chicago
Wu, L.-c., 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 41, no. 2 (February 2012): 307-20.
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
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, 2012.
ISNAD
Wu, L.-c. et al. “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”. Hacettepe Journal of Mathematics and Statistics 41/2 (February 2012), 307-320.
JAMA
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, 2012, pp. 307-20.
Vancouver
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):307-20.