Model selection for generalized linear models with weak factors

DOI10.1002/STA4.697MaRDI QIDQ6962940zbMATH OpenFDO

Authors Xin Zhou, Yan Dong, Qin Yu, Zemin Zheng

Publication date 8 July 2025

Published in Stat (Search for Journal in Brave)

zbMATH Keywords

generalized linear modelsmodel selection consistencyhigh dimensionalitycorrelated covariatesweak factors

Mathematics Subject Classification ID

Statistics (62-XX)

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