Erratum to: Variable Selection in Joint Mean and Dispersion Models via Double Penalized Likelihood
نویسندگان
چکیده
منابع مشابه
Variable Selection for Joint Mean and Covariance Models via Penalized Likelihood
In this paper, we propose a penalized maximum likelihood method for variable selection in joint mean and covariance models for longitudinal data. Under certain regularity conditions, we establish the consistency and asymptotic normality of the penalized maximum likelihood estimators of parameters in the models. We further show that the proposed estimation method can correctly identify the true ...
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ژورنال
عنوان ژورنال: Sankhya B
سال: 2014
ISSN: 0976-8386,0976-8394
DOI: 10.1007/s13571-014-0093-8