A note on the adaptive Lasso for zero-inflated Poisson regression

DOI10.1155/2018/2834183zbMath1431.62297OpenAlexW2907132278WikidataQ128652452 ScholiaQ128652452MaRDI QIDQ1733128

Shrabanti Chowdhury, Saptarshi Chatterjee, Prithish Banerjee, Himel Mallick, Broti Garai

Publication date: 21 March 2019

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/2834183

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Group regularization for zero-inflated poisson regression models with an application to insurance ratemaking

Uses Software

• glmnet
• mpath
• Gooogle

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
• Estimating the dimension of a model
• Model selection via standard error adjusted adaptive Lasso
• What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care
• Variable selection for zero‐inflated and overdispersed data with application to health care demand in Germany
• A group bridge approach for variable selection
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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