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Variable selection via combined penalization in joint mean and variance models.
- 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.
- Subjects :
- VARIANCES
MATHEMATICAL variables
MATHEMATICAL models
Subjects
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