Quasi-likelihood bridge estimators for high-dimensional generalized linear models

DOI10.1080/03610918.2016.1271890zbMATH Open1462.62438OpenAlexW2563148356MaRDI QIDQ3133083FDOQ3133083

Authors: Xiaohua Cui, Xia Chen, Li Yan 

Publication date: 12 February 2018

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

Full work available at URL: https://doi.org/10.1080/03610918.2016.1271890

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zbMATH Keywords

variable selectionhigh-dimensional datageneralized linear modelsquasi-likelihoodbridge estimators

Mathematics Subject Classification ID

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

Cited In (3)

• Bridge Estimators in the Partially Linear Model with High Dimensionality
• The asymptotic properties of SCAD penalized generalized linear models with adaptive designs
• Bridge estimation for generalized linear models with a diverging number of parameters

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