Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model

DOI10.1016/j.stamet.2016.05.006zbMath1487.62089OpenAlexW2413683033MaRDI QIDQ670138

Chi Tim Ng, Seungyoung Oh, Youngjo Lee

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.05.006

zbMATH Keywords

generalized linear modelselection consistencyoracle propertySCAD penaltypenalized likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items

Variable selection under multicollinearity using modified log penalty ⋮ In defense of LASSO ⋮ Removing the singularity of a penalty via thresholding function matching ⋮ Properties of h‐Likelihood Estimators in Clustered Data ⋮ Hypothesis testing via a penalized-likelihood approach

Uses Software

• ElemStatLearn
• scca

Cites Work

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