Screening-based Bregman divergence estimation with NP-dimensionality

DOI10.1214/16-EJS1157zbMath1345.62054OpenAlexW2500127672MaRDI QIDQ309558

Yi Chai, Chunming Zhang, Xiao Guo

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1468849970

zbMATH Keywords

exponential familyvariable selectionBregman divergenceNP-dimensionalitysure screening

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• glmnet

Cites Work

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