Linear regression models for heteroscedastic and non-normal data

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Heteroscedastic linear models for analysing process data

In this paper the guidelines for applying heteroscedastic linear models for analysing industrial process data is presented. Heteroscedastic linear models are considered as a good model family for the joint modelling of dispersion and mean. The model selection of heteroscedastic linear model is discussed considering the special features of industrial data. A procedure for dispersion model select...

متن کامل

Shrinkage estimates for multi-level heteroscedastic hierarchical normal linear models

Empirical Bayes approach is an attractive method for estimating hyperparameters in hierarchical models. But, under the assumption of normality for a multi-level heteroscedastic hierarchical model, which involves several explanatory variables, the analyst may often wonder whether the shrinkage estimators have efficient asymptotic properties in spite of the fact they involve numerous hyperparamet...

متن کامل

Efficient Quantile Regression for Heteroscedastic Models

Quantile regression provides estimates of a range of conditional quantiles. This stands in contrast to traditional regression techniques, which focus on a single conditional mean function. Lee et al. (2012) proposed efficient quantile regression by rounding the sharp corner of the loss. The main modification generally involves an asymmetric l2 adjustment of the loss function around zero. We ext...

متن کامل

Non-iterative Heteroscedastic Linear Dimension Reduction for Two-Class Data

Linear discriminant analysis (LDA) is a traditional solution to the linear dimension reduction (LDR) problem, which is based on the maximization of the between-class scatter over the within-class scatter. This solution is incapable of dealing with heteroscedastic data in a proper way, because of the implicit assumption that the covariance matrices for all the classes are equal. Hence, discrimin...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: ScienceAsia

سال: 2020

ISSN: 1513-1874

DOI: 10.2306/scienceasia1513-1874.2020.047