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Inference in High Dimensional Generalized Linear Models Based on Soft Thresholding

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Publication:2729117
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DOI10.1111/1467-9868.00291zbMath0980.62053OpenAlexW2069211240MaRDI QIDQ2729117

Artur Klinger

Publication date: 6 March 2002

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://epub.ub.uni-muenchen.de/1554/


zbMATH Keywords

splinesthresholdingshrinkagepenalized likelihoodgeneralized additive models


Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)


Related Items (6)

Simultaneous dimension reduction and variable selection in modeling high dimensional data ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Wavelet estimation of partially linear models ⋮ Response shrinkage estimators in binary regression ⋮ Adaptive sequential design for regression on multi-resolution bases ⋮ Penalized likelihood regression for generalized linear models with non-quadratic penalties




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