Variable selection in high-dimensional double generalized linear models
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Publication:744756
DOI10.1007/S00362-012-0481-YzbMATH Open1297.62127OpenAlexW1996385291MaRDI QIDQ744756FDOQ744756
Authors: Deng-Ke Xu, Zhongzhan Zhang, Liucang Wu 
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
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Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
Cites Work
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Cited In (21)
- Robust variable selection for generalized linear models with a diverging number of parameters
- Penalized weighted composite quantile estimators with missing covariates
- Variable selection for generalized varying coefficient models with longitudinal data
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors
- Variable selection for high‐dimensional generalized linear model with block‐missing data
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- A note on quantile feature screening via distance correlation
- Quasi-likelihood bridge estimators for high-dimensional generalized linear models
- A procedure for variable selection in double generalized linear models
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Robust and consistent variable selection in high-dimensional generalized linear models
- Variable selection in the high-dimensional continuous generalized linear model with current status data
- Variable selection in joint generalized linear models
- Model-free conditional screening via conditional distance correlation
- Title not available (Why is that?)
- Variable selection in joint mean and dispersion models via double penalized likelihood
- B spline variable selection for the single index models
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
- Bridge estimation for generalized linear models with a diverging number of parameters
- Principal component selection via adaptive regularization method and generalized information criterion
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