On variable selection in joint modeling of mean and dispersion

@article{Pinto2021OnVS,
  title={On variable selection in joint modeling of mean and dispersion},
  author={Edmilson R. Pinto and Leandro Pereira},
  journal={Brazilian Journal of Probability and Statistics},
  year={2021}
}
The joint modeling of mean and dispersion (JMMD) provides an efficient method to obtain useful models for the mean and dispersion, especially in problems of robust design experiments. However, in the literature on JMMD there are few works dedicated to variable selection and this theme is still a challenge. In this article, we propose a procedure for selecting variables in JMMD, based on hypothesis testing and the quality of the model’s fit. A criterion for checking the goodness of fit is used… 

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