Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter

DOI10.1007/s11222-017-9761-7zbMath1384.62270WikidataQ115380717 ScholiaQ115380717MaRDI QIDQ1704015

Luigi Augugliaro, Hassan Pazira, Ernst C. Wit

Publication date: 8 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://pure.rug.nl/ws/files/55761331/extended_dglars_lastver.pdf

zbMATH Keywords

predictor-corrector algorithm; generalized linear models; high-dimensional inference; least angle regression; dispersion paremeter

Mathematics Subject Classification ID

62J12: Generalized linear models (logistic models)

Uses Software

• R
• SAS
• glmnet
• lars
• ElemStatLearn
• gamair
• glmpath
• spikeslab
• dglars

Cites Work

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