Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure

DOI10.1080/02664763.2015.1078300OpenAlexW2272182811MaRDI QIDQ5138041

Xiuli Wang, Mingqiu Wang

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1078300

zbMATH Keywords

variable selectiongeneralized linear modelsnonconvex penaltycollinearityoracle ridge estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

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