Penalized Lq-likelihood estimator and its influence function in generalized linear models

DOI10.1007/S00184-023-00943-ZMaRDI QIDQ6667537zbMATH OpenFDO

Authors Hongchang Hu, Mingqiu Liu, Zhen Zeng

Publication date 20 January 2025

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00184-023-00943-Z

zbMATH Keywords

generalized linear modelsinfluence functionoracle propertypenalized Lq-likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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