podcast.de
Anmeldung
Anmeldung Registrierung
Erweiterte Suche
  1. Startseite
  2. Podcasts
  3. Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03 Podcast
  4. Inference in High Dimensional Generalized Linear Models based on Soft-Thresholding
We propose a new method for estimation of a high number of
coefficients within the generalized linear model framework. The
estimator leads to an adaptive selection of model terms without
substantial variance inflation. Our proposal extends the
soft-thresholding strategy from Donoho and Johnstone (1994) to
generalized linear models and multiple predictor variables.
Furthermore, we develop an estimator for the covariance matrix of
the estimated coefficients, which can even be used for terms
dropped from the model. Used in connection with basis functions,
the proposed methodology provides an alternative to other
generalized function estimators. It leads to an adaptive economical
description of the results in terms of basis functions.
Specifically, it is shown how adaptive regression splines and
qualitative restrictions can be incorporated. Our approach is
demonstrated by applications to solvency prognosis and rental
guides.

Weitere Episoden

Quantifying overdispersion effects in count regression data

Quantifying overdispersion effects in count regression data

vor 24 Jahren
Graphical chain models for the analysis of complex genetic diseases: an application to hypertension

Graphical chain models for the analysis of complex genetic diseases: an application to hypertension

vor 24 Jahren
Geo-additive models of Childhood Undernutrition in three Sub-Saharan African Countries

Geo-additive models of Childhood Undernutrition in three Sub-Saharan African Countries

vor 24 Jahren
Parametric and Nonparametric Regression with Missing X's - A Review

Parametric and Nonparametric Regression with Missing X's - A Review

vor 24 Jahren
A Selection Model for Bivariate Normal Data, with a Flexible Nonparametric Missing Model and a Focus on Variance Estimates

A Selection Model for Bivariate Normal Data, with a Flexible Nonparametric Missing Model and a Focus on Variance Estimates

vor 24 Jahren
Alle Episoden anzeigen
In Podcasts werben
Schalte jetzt Werbung in Podcasts.

Abonnenten

Teilen