AIC for the Lasso in generalized linear models
DOI10.1214/16-EJS1179zbMATH Open1347.62145OpenAlexW2510343895MaRDI QIDQ315399FDOQ315399
Authors: Yoshiyuki Ninomiya, Shuichi Kawano 
Publication date: 21 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1473431413
Recommendations
variable selectionKullback-Leibler divergenceinformation criteriontuning parameterconvexity lemmastatistical asymptotic theory
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
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Cited In (10)
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- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Estimation of the spatial weighting matrix for regular lattice data -- an adaptive Lasso approach with cross-sectional resampling
- AIC under the framework of least squares estimation
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- AIC for the group Lasso in generalized linear models
- AIC for the non-concave penalized likelihood method
- On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
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