Open AccessJoint estimation and variable selection for mean and dispersion in proper dispersion models
Author(s) -
Anestis Antoniadis,
Irène Gijbels,
Sophie LambertLacroix,
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) - mathematics , covariate , estimator , dispersion (optics) , divergence (linguistics) , selection (genetic algorithm) , inference , variable (mathematics) , model selection , variance (accounting) , statistics , feature selection , position (finance) , econometrics , mathematical optimization , computer science , artificial intelligence , mathematical analysis , linguistics , physics , philosophy , accounting , finance , economics , optics , business
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