Variable selection in high-dimensional double generalized linear models

DOI10.1007/s00362-012-0481-yzbMath1297.62127MaRDI QIDQ744756

Zhong-Zhan Zhang, Liu-Cang Wu, Deng-Ke Xu

Publication date: 26 September 2014

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

Full work available at URL: https://doi.org/10.1007/s00362-012-0481-y

zbMATH Keywords

high-dimensional data; variable selection; pseudo-likelihood; double generalized linear models

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J12: Generalized linear models (logistic models)

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