Xu, Dengke; Zhang, Zhongzhan; Wu, Liucang - In: Statistical Papers 55 (2014) 2, pp. 327-347
In this paper we are concerned with the problems of variable selection and estimation in double generalized linear … the tuning parameters, the consistency of the variable selection procedure and asymptotic properties of the resulting … of the proposed variable selection procedure, showing that the proposed variable selection method works satisfactorily …