Tuning Parameter Selector for the Penalized Likelihood Method in Multivariate Generalized Linear Models

DOI10.1080/03610926.2011.638430zbMath1462.62448OpenAlexW2110827582MaRDI QIDQ2864670

Jie Cui, Xiaoguang Wang, Lixin Song

Publication date: 26 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.638430

zbMATH Keywords

model selectioncanonical link functionmultivariate generalized linear modeltuning parametersmoothly clipped absolute deviation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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