Adaptive Lasso estimators for ultrahigh dimensional generalized linear models

Mingqiu Wang; Xiuli Wang

doi:10.1016/j.spl.2014.02.015

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Adaptive Lasso estimators for ultrahigh dimensional generalized linear models

Mingqiu Wang Xiuli Wang

Year: 2014 Journal: Statistics & Probability Letters Vol: 89 Pages: 41-50 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2014.02.015

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Keywords:

Generalized linear model Mathematics Lasso (programming language) Linear model Categorical variable Estimator Generalized linear mixed model Curse of dimensionality Hierarchical generalized linear model Applied mathematics Generalized linear array model Linear regression Mathematical optimization Statistics Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

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Adaptive Lasso estimators for ultrahigh dimensional generalized linear models

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