scholarly journals The log-linear group-lasso estimator and its asymptotic properties

Bernoulli ◽  
2012 ◽  
Vol 18 (3) ◽  
pp. 945-974 ◽  
Author(s):  
Yuval Nardi ◽  
Alessandro Rinaldo
Keyword(s):  
Linear Group ◽  
Asymptotic Properties ◽  
Group Lasso ◽  
Log Linear ◽  
Lasso Estimator

scholarly journals Mean-parametrized Conway–Maxwell–Poisson regression models for dispersed counts

2017 ◽  
Vol 17 (6) ◽  
pp. 359-380 ◽  
Author(s):  
Alan Huang
Keyword(s):  
Poisson Regression ◽  
Regression Models ◽  
Negative Binomial ◽  
Asymptotic Properties ◽  
Poisson Model ◽  
Finite Sample ◽  
Generalized Poisson ◽  
The Mean ◽  
Generalized Poisson Regression ◽  
Log Linear

Conway–Maxwell–Poisson (CMP) distributions are flexible generalizations of the Poisson distribution for modelling overdispersed or underdispersed counts. The main hindrance to their wider use in practice seems to be the inability to directly model the mean of counts, making them not compatible with nor comparable to competing count regression models, such as the log-linear Poisson, negative-binomial or generalized Poisson regression models. This note illustrates how CMP distributions can be parametrized via the mean, so that simpler and more easily interpretable mean-models can be used, such as a log-linear model. Other link functions are also available, of course. In addition to establishing attractive theoretical and asymptotic properties of the proposed model, its good finite-sample performance is exhibited through various examples and a simulation study based on real datasets. Moreover, the MATLAB routine to fit the model to data is demonstrated to be up to an order of magnitude faster than the current software to fit standard CMP models, and over two orders of magnitude faster than the recently proposed hyper-Poisson model.

scholarly journals Produits de matrices aléatoires et applications aux propriétés géometriques des sous-groupes du groupe linéaire

1990 ◽  
Vol 10 (3) ◽  
pp. 483-512 ◽  
Author(s):  
Yves Guivarc'h
Keyword(s):  
Random Matrices ◽  
Linear Group ◽  
Asymptotic Properties ◽  
Linear Groups ◽  
Products Of Random Matrices ◽  
Free Subgroups

AbstractUsing the asymptotic properties of products of random matrices we study some properties of the subgroups of the linear group. These properties are centered around the theorem of J. Tits giving the existence of free subgroups in linear groups.

Group-level support recovery guarantees for group lasso estimator

2017 ◽  
Author(s):  
Mojtaba Kadkhodaie Elyaderani ◽  
Swayambhoo Jain ◽  
Jeffrey Druce ◽  
Stefano Gonella ◽  
Jarvis Haupt
Keyword(s):  
Group Lasso ◽  
Group Level ◽  
Support Recovery ◽  
Lasso Estimator

Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors

2018 ◽  
Vol 61 (6) ◽  
pp. 2313-2330
Author(s):  
Caiya Zhang ◽  
Kaihong Xu ◽  
Lianfen Qian
Keyword(s):  
Asymptotic Properties ◽  
Log Linear
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