The log-linear group-lasso estimator and its asymptotic properties
The log-linear group-lasso estimator and its asymptotic properties
About this item
Full title
Author / Creator
Publisher
International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability
Journal title
Language
English
Formats
Publication information
Publisher
International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability
Subjects
More information
Scope and Contents
Contents
We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex penalized likelihood optimization problem based on the group-lasso penalty. We illustrate how it is possible to c...
Alternative Titles
Full title
The log-linear group-lasso estimator and its asymptotic properties
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1340887009
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1340887009
Other Identifiers
ISSN
1350-7265
DOI
10.3150/11-BEJ364
