Inference in high dimensional generalized linear models based on soft thresholding

DOI10.1111/1467-9868.00291MaRDI QIDQ2729117zbMATH OpenOpenAlexFDO

Authors Artur Klinger

Publication date 6 March 2002

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://epub.ub.uni-muenchen.de/1554/

zbMATH Keywords

generalized additive modelspenalized likelihoodshrinkagesplinesthresholding

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cited in

(9)

• Simultaneous dimension reduction and variable selection in modeling high dimensional data
• Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
• Penalized likelihood regression for generalized linear models with non-quadratic penalties
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Estimation and inference for high dimensional generalized linear models: a splitting and smoothing approach
• Replica analysis of overfitting in generalized linear regression models
• Adaptive sequential design for regression on multi-resolution bases
• Wavelet estimation of partially linear models
• Response shrinkage estimators in binary regression

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