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Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators - MaRDI portal

Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541)

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scientific article; zbMATH DE number 7602444
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Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
scientific article; zbMATH DE number 7602444

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    Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (English)
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    17 October 2022
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    high-dimensional GLM model
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    Neyman-orthogonal estimator
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    Lasso
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    stepwise
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    covariate selection
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    Lasso tuning parameters
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