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Nonparametric estimation of mean and dispersion functions in extended generalized linear models

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  • I. Gijbels
  • I. Prosdocimi
  • G. Claeskens

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  • I. Gijbels & I. Prosdocimi & G. Claeskens, 2010. "Nonparametric estimation of mean and dispersion functions in extended generalized linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 580-608, November.
    • Handle: RePEc:spr:testjl:v:19:y:2010:i:3:p:580-608
    DOI: 10.1007/s11749-010-0187-1
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    References listed on IDEAS

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    1. Marx, Brian D. & Eilers, Paul H. C., 1998. "Direct generalized additive modeling with penalized likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 28(2), pages 193-209, August.
    2. Irène Gijbels & Anneleen Verhasselt, 2010. "Regularisation and P-splines in generalised linear models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(3), pages 271-295.
    3. Stasinopoulos, D. Mikis & Rigby, Robert A., 2007. "Generalized Additive Models for Location Scale and Shape (GAMLSS) in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(i07).
    4. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506.
    5. Göran Kauermann & Tatyana Krivobokova & Ludwig Fahrmeir, 2009. "Some asymptotic results on generalized penalized spline smoothing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 487-503, April.
    6. Fan, Jianqing & Yao, Qiwei, 1998. "Efficient estimation of conditional variance functions in stochastic regression," LSE Research Online Documents on Economics 6635, London School of Economics and Political Science, LSE Library.
    7. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167.
    8. Yingxing Li & David Ruppert, 2008. "On the asymptotics of penalized splines," Biometrika, Biometrika Trust, vol. 95(2), pages 415-436.
    9. Gerda Claeskens & Tatyana Krivobokova & Jean D. Opsomer, 2009. "Asymptotic properties of penalized spline estimators," Biometrika, Biometrika Trust, vol. 96(3), pages 529-544.
    10. Hinde, John & Demetrio, Clarice G. B., 1998. "Overdispersion: Models and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 151-170, April.
    11. R. A. Rigby & D. M. Stasinopoulos, 2005. "Generalized additive models for location, scale and shape," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(3), pages 507-554, June.
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    Citations

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    Cited by:

    1. Dengke Xu & Zhongzhan Zhang & Liucang Wu, 2014. "Variable selection in high-dimensional double generalized linear models," Statistical Papers, Springer, vol. 55(2), pages 327-347, May.
    2. Croux, C. & Gijbels, I. & Prosdocimi, I., 2010. "Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models," Other publications TiSEM a188c2bc-8a96-44c9-b1e6-0, Tilburg University, School of Economics and Management.
    3. Croux, C. & Gijbels, I. & Prosdocimi, I., 2010. "Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models," Discussion Paper 2010-104, Tilburg University, Center for Economic Research.
    4. Christophe Croux & Irène Gijbels & Ilaria Prosdocimi, 2012. "Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models," Biometrics, The International Biometric Society, vol. 68(1), pages 31-44, March.
    5. I. Gijbels & I. Prosdocimi, 2011. "Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2391-2411, December.
    6. María Alonso‐Pena & Irène Gijbels & Rosa M. Crujeiras, 2023. "Flexible joint modeling of mean and dispersion for the directional tuning of neuronal spike counts," Biometrics, The International Biometric Society, vol. 79(4), pages 3431-3444, December.

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