Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
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Publication:6040690
DOI10.1080/01621459.2019.1710154zbMath1524.62355MaRDI QIDQ6040690
Rui Song, Chengchun Shi, Run-Ze Li, Wen-Bin Lu
Publication date: 22 May 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/103043/1/HDCIv3un_003_.pdf
62J12: Generalized linear models (logistic models)
62L12: Sequential estimation
68W27: Online algorithms; streaming algorithms
62R07: Statistical aspects of big data and data science