The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
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Publication:5880769
DOI10.1080/02331888.2022.2154769OpenAlexW4311134123MaRDI QIDQ5880769
S. C. Pandhare, T. V. Ramanathan
Publication date: 6 March 2023
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2022.2154769
robust estimationgeneralized linear modelsfocused information criterionhigh-dimensional asymptoticsnodewise regressiondesparsified lasso
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