An improved model averaging scheme for logistic regression

DOI10.1016/J.JMVA.2009.01.006MaRDI QIDQ1026355zbMATH OpenOpenAlexWikidataFDO

Authors Debashis Ghosh, Zheng Yuan

Publication date 24 June 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2834220

zbMATH Keywords

model selectionpredictionclassificationstabilityprostate cancerrisk bound

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric inference (62G99)

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• A generic path algorithm for regularized statistical estimation
• Adaptively combined forecasting for discrete response time series
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