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Consistency of $ell _{1}$ Penalized Negative Binomial Regressions

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 نشر من قبل Fang Xie
 تاريخ النشر 2020
  مجال البحث الاحصاء الرياضي
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We prove the consistency of the $ell_1$ penalized negative binomial regression (NBR). A real data application about German health care demand shows that the $ell_1$ penalized NBR produces a more concise but more accurate model, comparing to the classical NBR.



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