Online inference in high-dimensional generalized linear models with streaming data

DOI10.1214/23-ejs2182OpenAlexW4389085095MaRDI QIDQ6144431

Ruijian Han, Unnamed Author, Lan Luo, Yuanyuan Lin

Publication date: 5 January 2024

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

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-2/Online-inference-in-high-dimensional-generalized-linear-models-with-streaming/10.1214/23-EJS2182.full

zbMATH Keywords

confidence intervalhigh-dimensional datageneralized linear modelsonline debiased Lasso

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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