Asymptotic properties of a double penalized maximum likelihood estimator in logistic regres\-sion

DOI10.1016/J.SPL.2007.01.004zbMath1118.62033OpenAlexW1984068223MaRDI QIDQ2373678

Jianzhao Shen, Sujuan Gao

Publication date: 16 July 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.01.004

zbMATH Keywords

maximum likelihoodridge regressionpenalized maximum likelihood

Mathematics Subject Classification ID

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

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