Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters

DOI10.4310/SII.2013.v6.n2.a10zbMath1327.62429arXiv1112.2815MaRDI QIDQ897180

Shan Luo, Zehua Chen

Publication date: 17 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.2815

zbMATH Keywords

variable selectiongeneralized linear modelselection consistencyextended BICnon-canonical links

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Statistical ranking and selection procedures (62F07)

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