Penalized likelihood regression for generalized linear models with non-quadratic penalties
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 63 (2011)
Issue (Month): 3 (June)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Zhou S. & Shen X., 2001. "Spatially Adaptive Regression Splines and Accurate Knot Selection Schemes," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 247-259, March.
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- Ming Yuan & Yi Lin, 2007. "On the non-negative garrotte estimator," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(2), pages 143-161.
- Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
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- Y. Andriyana & I. Gijbels & A. Verhasselt, 2014. "P-splines quantile regression estimation in varying coefficient models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 23(1), pages 153-194, March.
- N. Neykov & P. Filzmoser & P. Neytchev, 2014. "Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator," Statistical Papers, Springer, vol. 55(1), pages 187-207, February.
- Irène Gannaz, 2013. "Wavelet penalized likelihood estimation in generalized functional models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(1), pages 122-158, March.
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