Bridge estimation for generalized linear models with a diverging number of parameters

DOI10.1016/j.spl.2010.06.012zbMath1195.62122OpenAlexW2012677180MaRDI QIDQ1957148

Lixin Song, Mingqiu Wang, Xiaoguang Wang

Publication date: 24 September 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.012

zbMATH Keywords

Bayesian information criterion (BIC)variable selectiongeneralized linear modelsoraclebridge estimator

Mathematics Subject Classification ID

Related Items (13)

Adaptive group bridge estimation for high-dimensional partially linear models ⋮ Adaptive bridge estimation for high-dimensional regression models ⋮ Variable selection for partially varying coefficient model based on modal regression under high dimensional data ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ Distributed adaptive lasso penalized generalized linear models for big data ⋮ Adaptive Lasso for generalized linear models with a diverging number of parameters ⋮ Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses ⋮ Robust variable selection for generalized linear models with a diverging number of parameters ⋮ Variable selection in the high-dimensional continuous generalized linear model with current status data ⋮ Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure ⋮ Adaptive Lasso estimators for ultrahigh dimensional generalized linear models ⋮ Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes ⋮ Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates

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