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HIGH-DIMENSIONAL GENERALIZED LINEAR MODELS AND THE LASSO

Author
VAN DE GEER, Sara A1
[1] ETH Zürich, Switzerland
Source

Annals of statistics. 2008, Vol 36, Num 2, pp 614-645, 32 p ; ref : 1 p.1/4

CODEN
ASTSC7
ISSN
0090-5364
Scientific domain
Mathematics
Publisher
Institute of Mathematical Statistics, Hayward, CA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Analyse discriminante Analyse multivariable Estimation densité Estimation non paramétrique Estimation statistique Fonction Lipschitz Fonction perte Modèle linéaire généralisé Modèle linéaire Méthode moindre carré Méthode pénalité Méthode statistique Oracle Régression logistique Régression statistique 62G07 62H30 62J12 62Jxx Classification automatique(statistiques) Fonction linéaire
Keyword (en)
Discriminant analysis Multivariate analysis Density estimation Non parametric estimation Statistical estimation Lipschitz function Loss function Generalized linear model Linear model Least squares method Penalty method Statistical method Oracle Logistic regression Statistical regression Linear function
Keyword (es)
Análisis discriminante Análisis multivariable Estimación densidad Estimación no paramétrica Estimación estadística Función Lipschitz Función pérdida Modelo lineal generalizado Modelo lineal Método cuadrado menor Método penalidad Método estadístico Regresión logística Regresión estadística
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
20246375

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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