Sequential estimation of generalized linear model coefficients

DOI10.5269/BSPM.63433MaRDI QIDQ6596847zbMATH OpenFDO

Authors Ali Labriji, Safae Msellek, Abdelkrim Bennar

Publication date 3 September 2024

Published in Boletim da Sociedade Paranaense de Matemática. Terceira Série (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5269/BSPM.63433

zbMATH Keywords

conditional expectationGLMstochastic approximationstochastic gradient

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Stochastic approximation (62L20)

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Cites work

• A Stochastic Approximation Method
• Almost sure convergence and in quadratic mean of the gradient stochastic process for the sequential estimation of a conditional expectation
• Generalized Linear Models for Insurance Data
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Cited in

(1)

• Generalized fused Lasso for grouped data in generalized linear models

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