Open AccessJoint estimation and variable selection for mean and dispersion in proper dispersion models
Author(s) -
Anestis Antoniadis,
Irène Gijbels,
Sophie Lambert-Lacroix,
JeanMichel Poggi
Publication year - 2016
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/16-ejs1152
Subject(s) - covariate , mathematics , estimator , divergence (linguistics) , inference , dispersion (optics) , selection (genetic algorithm) , variance (accounting) , model selection , variable (mathematics) , position (finance) , sample size determination , statistics , feature selection , econometrics , mathematical optimization , computer science , machine learning , artificial intelligence , mathematical analysis , philosophy , linguistics , physics , accounting , finance , economics , optics , business