Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
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Publication:6040690
DOI10.1080/01621459.2019.1710154zbMath1524.62355OpenAlexW2997875412WikidataQ126396055 ScholiaQ126396055MaRDI QIDQ6040690
Wen-Bin Lu, Rui Song, Run-Ze Li, Chengchun Shi
Publication date: 22 May 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/103043/1/HDCIv3un_003_.pdf
Generalized linear models (logistic models) (62J12) Sequential estimation (62L12) Online algorithms; streaming algorithms (68W27) Statistical aspects of big data and data science (62R07)
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Online inference in high-dimensional generalized linear models with streaming data, Renewable Huber estimation method for streaming datasets
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