Variable selection for multivariate generalized linear models

DOI10.1080/02664763.2013.839640OpenAlexW2031085177MaRDI QIDQ5128587

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Publication date: 28 October 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2013.839640

zbMATH Keywords

consistencymodel selectioncanonical link functionmultivariate generalized linear modeldiverging number of parameters

Mathematics Subject Classification ID

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

Related Items

Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure, \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models

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