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Variable selection via combined penalization in joint mean and variance models.

Authors :
Ying DONG
Li-xin SONG
Xin-yong SHI
Source :
Journal of Dalian University of Technology / Dalian Ligong Daxue Xuebao; 2014, Vol. 54 Issue 1, p147-151, 5p
Publication Year :
2014

Abstract

The article presents a study, which examines the use of combined penalization for selection of variables in joint mean and variance models.

Details

Language :
Chinese
ISSN :
10008608
Volume :
54
Issue :
1
Database :
Supplemental Index
Journal :
Journal of Dalian University of Technology / Dalian Ligong Daxue Xuebao
Publication Type :
Academic Journal
Accession number :
95656669
Full Text :
https://doi.org/10.7511/dllgxb201401022