A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood
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Publication:2821000
DOI10.1080/03610918.2014.901358zbMath1346.62049MaRDI QIDQ2821000
Zhong-Zhan Zhang, Guo-Liang Tian, Deng-Ke Xu, Liu-Cang Wu
Publication date: 16 September 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2014.901358
variable selection; \(t\)-type pseudo-likelihood; joint generalized linear models; penalized maximum \(t\)-type pseudo-likelihood estimator
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J12: Generalized linear models (logistic models)
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