BibTex RIS Kaynak Göster

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

Yıl 2012, Cilt: 41 Sayı: 2, 307 - 320, 01.02.2012

Kaynakça

  • 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

Yıl 2012, Cilt: 41 Sayı: 2, 307 - 320, 01.02.2012

Kaynakça

  • 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.
Toplam 24 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Matematik
Yazarlar

L.-c. Wu Bu kişi benim

Z.-z. Zhang Bu kişi benim

D.-k. Xu Bu kişi benim

Yayımlanma Tarihi 1 Şubat 2012
Yayımlandığı Sayı Yıl 2012 Cilt: 41 Sayı: 2

Kaynak Göster

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.
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. Şubat 2012;41(2):307-320.
Chicago Wu, L.-c., Z.-z. Zhang, ve D.-k. Xu. “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”. Hacettepe Journal of Mathematics and Statistics 41, sy. 2 (Şubat 2012): 307-20.
EndNote Wu L-c, Zhang Z-z, Xu D-k (01 Şubat 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, ve D.-k. Xu, “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”, Hacettepe Journal of Mathematics and Statistics, c. 41, sy. 2, ss. 307–320, 2012.
ISNAD Wu, L.-c. vd. “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”. Hacettepe Journal of Mathematics and Statistics 41/2 (Şubat 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. vd. “Variable Selection for Joint Mean and Dispersion Models of the Lognormal Distribution”. Hacettepe Journal of Mathematics and Statistics, c. 41, sy. 2, 2012, ss. 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.