Penalized likelihood regression for generalized linear models with non-quadratic penalties
نویسندگان
چکیده
منابع مشابه
Penalized likelihood regression for generalized linear models with nonquadratic penalties
One popular method for fitting a regression function is regularization: minimize an objective function which enforces a roughness penalty in addition to coherence with the data. This is the case when formulating penalized likelihood regression for exponential families. Most smoothing methods employ quadratic penalties, leading to linear estimates, and are in general incapable of recovering disc...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2009
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-009-0242-4