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异方差回归模型的拟合和变量选择

The estimation and variable selection for a heteroscedastic regression model
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摘要 作者研究了异方差回归模型的估计与变量选择问题.在误差分布未知的情况下,作者分别给出了联系函数已知及未知时均值与方差的估计.另外,作者在给出估计的同时,分别选出了对均值与方差影响显著的变量. The estimation and variable selection are studied for a heteroscedastic regression model Then the estimation of the mean and variance are presented when the link function is known and unknown although the distribution of error is unknown. Meanwhile, significant covariates canbe selected for the mean and variance separately.
作者 樊仕利 赵永红 罗杨飞
机构地区 四川大学数学学院
出处 《四川大学学报（自然科学版）》 CAS CSCD 北大核心 2012年第1期23-29,共7页 Journal of Sichuan University(Natural Science Edition)
基金 国家自然科学基金(10771148) 四川大学青年教师科研启动基金(2009SCUllll8)
关键词 异方差回归模型 联系函数 变量选择 heteroscedastic regression model, link function, variable selection
分类号 O212.7 [理学—概率论与数理统计]
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参考文献12

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二级参考文献24

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四川大学学报（自然科学版）
2012年 第1期

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