Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
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Cites work
- A flexible regression model for count data
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- Asymptotic Statistics
- Asymptotics of the Discrete Log-Concave Maximum Likelihood Estimator and Related Applications
- Concentration inequalities for statistical inference
- Confidence intervals for high-dimensional Cox models
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Consistency for the negative binomial regression with fixed covariate
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
- Detecting rare and faint signals via thresholding maximum likelihood estimators
- High-dimensional generalized linear models and the lasso
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Kullback-Leibler aggregation and misspecified generalized linear models
- Negative Binomial Regression
- Notes on discrete compound Poisson model with applications to risk theory
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- Oracle inequalities for the lasso in the Cox model
- Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls
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- Regularization and Variable Selection Via the Elastic Net
- Sided and Symmetrized Bregman Centroids
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Cited in
(15)- Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors
- Concentration inequalities for statistical inference
- Asymptotics in the Thurstone model with an increasing items
- Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses
- Optimal decorrelated score subsampling for generalized linear models with massive data
- Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signals Detection
- Matrix regression heterogeneity analysis
- Asymptotics in the Thurstone model with an increasing items
- Ridge estimation of covariance matrix from data in two classes.
- On the significance test of negative binomial regression model
- Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm
- High-dimensional prediction for count response via sparse exponential weights
- Distributed subsampling and quasi decorrelated score for cluster data: an application to Beijing multisite air quality
- Asymptotic in a class of network models with an increasing sub-Gamma degree sequence
- High-dimensional inference and FDR control for simulated Markov random fields
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