Bridge estimation for generalized linear models with a diverging number of parameters

DOI10.1016/J.SPL.2010.06.012zbMath1195.62122OpenAlexW2012677180MaRDI QIDQ1957148

Lixin Song, Mingqiu Wang, Xiaoguang Wang

Publication date: 24 September 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.012

zbMATH Keywords

Bayesian information criterion (BIC)variable selectiongeneralized linear modelsoraclebridge estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (14)

Adaptive group bridge estimation for high-dimensional partially linear models ⋮ Adaptive bridge estimation for high-dimensional regression models ⋮ Variable selection for partially varying coefficient model based on modal regression under high dimensional data ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ Distributed adaptive lasso penalized generalized linear models for big data ⋮ Adaptive Lasso for generalized linear models with a diverging number of parameters ⋮ Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses ⋮ Robust variable selection for generalized linear models with a diverging number of parameters ⋮ Variable selection in the high-dimensional continuous generalized linear model with current status data ⋮ Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure ⋮ Adaptive Lasso estimators for ultrahigh dimensional generalized linear models ⋮ Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes ⋮ Penalized Lq-likelihood estimator and its influence function in generalized linear models ⋮ Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates

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