Penalized likelihood regression for generalized linear models with non-quadratic penalties

DOI10.1007/s10463-009-0242-4zbMath1333.62113OpenAlexW1984884414MaRDI QIDQ261840

Mila Nikolova, Anestis Antoniadis, Irène Gijbels

Publication date: 24 March 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0242-4

zbMATH Keywords

smoothingdenoisingthresholdingnonparametric regressiongeneralized linear modelsedge-detectionnon-convex analysisnon-smooth analysisregularized estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

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Uses Software

• FITPACK
• Fahrmeir

Cites Work

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