Quasi-likelihood bridge estimators for high-dimensional generalized linear models

DOI10.1080/03610918.2016.1271890MaRDI QIDQ3133083zbMATH OpenOpenAlexFDO

Authors Xiaohua Cui, Xia Chen, Li Yan

Publication date 12 February 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1271890

zbMATH Keywords

bridge estimatorsgeneralized linear modelshigh-dimensional dataquasi-likelihoodvariable selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Recommendations

• Quasi-likelihood adaptive Lasso estimators for high-dimensional generalized linear models
• Penalized quasi-Likelihood SCAD estimator in high-dimensional generalized linear models
• Bridge estimation for generalized linear models with a diverging number of parameters
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• Variable selection in high-dimensional double generalized linear models

Cited in

(9)

• Bridge estimation for generalized linear models with a diverging number of parameters
• The asymptotic properties of SCAD penalized generalized linear models with adaptive designs
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• Adaptive bridge estimation for high-dimensional regression models
• Quasi-likelihood adaptive Lasso estimators for high-dimensional generalized linear models
• Penalized quasi-Likelihood SCAD estimator in high-dimensional generalized linear models
• Progress and large sample theory of generalized linear models
• Quasi-likelihood and/or robust estimation in high dimensions
• Sparse bridge estimation with a diverging number of parameters

This page was built for publication: Quasi-likelihood bridge estimators for high-dimensional generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3133083)