The consistency of variable selection for generalized linear models

MaRDI QIDQ3180298zbMATH OpenFDO

Authors Qiujin Zhang

Publication date 6 January 2017

zbMATH Keywords

variable selectionconsistencygeneralized linear modelsmaximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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(9)

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• Robust and consistent variable selection in high-dimensional generalized linear models
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• Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
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• Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood

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