Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria

DOI10.5705/ss.202016.0353zbMath1394.62099arXiv1607.05169OpenAlexW2963792999WikidataQ129689696 ScholiaQ129689696MaRDI QIDQ4571223

Martha E. Nunn, Richard A. Levine, Xiaogang Su, Juanjuan Fan, Chih-Ling Tsai

Publication date: 6 July 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05169

zbMATH Keywords

regularizationvariable selectiongeneralized linear modelsBICsparse estimationparameter estimatepost-selection inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

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Variable selection in joint frailty models of recurrent and terminal events ⋮ Bias reduction and model selection in misspecified models ⋮ Distributed adaptive lasso penalized generalized linear models for big data ⋮ Variable Selection Using a Smooth Information Criterion for Distributional Regression Models

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