A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood

DOI10.1080/03610918.2014.901358zbMath1346.62049MaRDI QIDQ2821000

Zhong-Zhan Zhang, Guo-Liang Tian, Deng-Ke Xu, Liu-Cang Wu

Publication date: 16 September 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.901358

zbMATH Keywords

variable selection; \(t\)-type pseudo-likelihood; joint generalized linear models; penalized maximum \(t\)-type pseudo-likelihood estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J12: Generalized linear models (logistic models)

Related Items

Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity, Estimation and variable selection for mixture of joint mean and variance models, Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso

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