Kullback–Leibler aggregation and misspecified generalized linear models
نویسندگان
چکیده
منابع مشابه
Kullback – Leibler Aggregation and Misspecified Generalized Linear Models
In a regression setup with deterministic design, we study the pure aggregation problem and introduce a natural extension from the Gaussian distribution to distributions in the exponential family. While this extension bears strong connections with generalized linear models, it does not require identifiability of the parameter or even that the model on the systematic component is true. It is show...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2012
ISSN: 0090-5364
DOI: 10.1214/11-aos961