Shrinkage and Penalty Estimators of a Poisson Regression Model

DOI10.1111/j.1467-842X.2012.00679.xzbMath1334.62127MaRDI QIDQ2802803

S. Ejaz Ahmed, Shakhawat Hossain

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio test; Monte Carlo simulation; Poisson regression; shrinkage estimators; asymptotic distributional bias and risk; penalty estimators

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J02: General nonlinear regression

Uses Software

• glmnet