Variable selection in high-dimensional double generalized linear models

DOI10.1007/s00362-012-0481-yzbMath1297.62127OpenAlexW1996385291MaRDI QIDQ744756

Zhong-Zhan Zhang, Liu-Cang Wu, Deng-Ke Xu

Publication date: 26 September 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0481-y

zbMATH Keywords

high-dimensional datavariable selectionpseudo-likelihooddouble generalized linear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Related Items (9)

Model-free conditional screening via conditional distance correlation ⋮ A procedure for variable selection in double generalized linear models ⋮ B spline variable selection for the single index models ⋮ Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso ⋮ Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors ⋮ Principal component selection via adaptive regularization method and generalized information criterion ⋮ A note on quantile feature screening via distance correlation ⋮ Penalized weighted composite quantile estimators with missing covariates ⋮ Variable selection for generalized varying coefficient models with longitudinal data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Statistical inference for fixed-effects partially linear regression models with errors in variables
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Simultaneous variable selection for heteroscedastic regression models
• Nonparametric estimation of mean and dispersion functions in extended generalized linear models
• One-step sparse estimates in nonconcave penalized likelihood models
• Generalized quasi-likelihood
• Nonconcave penalized likelihood with a diverging number of parameters.
• Least angle regression. (With discussion)
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Variable selection in semiparametric regression modeling
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Better Subset Regression Using the Nonnegative Garrote
• An extended quasi-likelihood function
• Analyzing Dispersion Effects from Replicated Factorial Experiments
• Asymptotic Statistics
• Dispersion Effects from Unreplicated Designs in the 2 k-p Series
• A Generalized Linear Modeling Approach to Robust Design
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method

This page was built for publication: Variable selection in high-dimensional double generalized linear models