Consistency of ℓ1 penalized negative binomial regressions

doi:10.1016/j.spl.2020.108816

科研成果详情

发表状态	已发表Published
题名	Consistency of ℓ1 penalized negative binomial regressions
作者	Xie, Fang1 ; Xiao, Zhijie 2
发表日期	2020-10-01
发表期刊	Statistics and Probability Letters
ISSN/eISSN	0167-7152
卷号	165
摘要	We prove the consistency of the ℓ penalized negative binomial regression (NBR). A real data application about German health care demand shows that the ℓ penalized NBR produces a more concise but more accurate model, comparing to the classical NBR.
关键词	High-dimensional regression Negative binomial regression Penalized maximum likelihood ℓ1 consistency
DOI	10.1016/j.spl.2020.108816
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000552009600004
Scopus入藏号	2-s2.0-85085178487
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/9186
专题	个人在本单位外知识产出
通讯作者	Xie, Fang
作者单位	1.School of Mathematics and Statistics,Wuhan University,Wuhan,430072,China 2.Department of Economics,Boston College,Chestnut Hill,02467,United States
推荐引用方式 GB/T 7714	Xie, Fang,Xiao, Zhijie. Consistency of ℓ1 penalized negative binomial regressions[J]. Statistics and Probability Letters, 2020, 165.
APA	Xie, Fang, & Xiao, Zhijie. (2020). Consistency of ℓ1 penalized negative binomial regressions. Statistics and Probability Letters, 165.
MLA	Xie, Fang,et al."Consistency of ℓ1 penalized negative binomial regressions". Statistics and Probability Letters 165(2020).