Tuning-free ridge estimators for high-dimensional generalized linear models

DOI10.1016/J.CSDA.2021.107205OpenAlexW3133860442MaRDI QIDQ830109

Fang Xie, Johannes Lederer, Shih-Ting Huang

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.11916

zbMATH Keywords

generalized linear modelsridge estimatorhigh-dimensional estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Tuning parameter calibration for personalized prediction in medicine

Uses Software

• glmnet

Cites Work

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