A weight-relaxed model averaging approach for high-dimensional generalized linear models
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Publication:682303
DOI10.1214/17-AOS1538zbMath1421.62094MaRDI QIDQ682303
Publication date: 14 February 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1513328586
Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Parametric inference (62F99) Statistical aspects of information-theoretic topics (62B10)
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