Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression.
Zezhun ChenAngelos DassiosGeorge TzougasPublished in: Comput. Stat. (2023)
Keyphrases
- regression model
- generalized linear
- poisson distribution
- multivariate gaussian distribution
- multivariate regression
- regression methods
- closed form
- support vector regression
- regression algorithm
- polynomial regression
- gaussian process
- gaussian processes
- regression analysis
- data sets
- linear regression
- model selection
- maximum likelihood
- gaussian density
- nonlinear functions
- multivariate gaussian
- moore penrose
- locally weighted
- multivariate data
- simple linear
- regression method
- regression problems
- gaussian mixture model
- least squares
- support vector
- multiscale