Adaptive Lasso for generalized linear models with a diverging number of parameters

DOI10.1080/03610926.2017.1285926zbMath1414.62317OpenAlexW2582147205MaRDI QIDQ4605261

Yan Cui, Xia Chen, Li Yan

Publication date: 21 February 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1285926

zbMATH Keywords

high-dimensional datavariable selectiongeneralized linear modelsoracle propertyadaptive lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (3)

The asymptotic properties of SCAD penalized generalized linear models with adaptive designs ⋮ Distributed adaptive lasso penalized generalized linear models for big data ⋮ A penalized estimation for the Cox model with ordinal multinomial covariates

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