Robust and consistent variable selection in high-dimensional generalized linear models (Q5384562)
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scientific article; zbMATH DE number 7072391
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| English | Robust and consistent variable selection in high-dimensional generalized linear models |
scientific article; zbMATH DE number 7072391 |
Statements
Robust and consistent variable selection in high-dimensional generalized linear models (English)
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24 June 2019
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contamination neighbourhood
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generalized linear model
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infinitesimal robustness
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lasso
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oracle estimator
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robust quasilikelihood
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0.93358195
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0.92828083
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0.92434794
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0.92401636
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0.9215687
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0.9193151
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0.9145821
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0.91416425
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