Publication details

Sparse estimates in GLM with environmental application

Authors

VESELÝ Vítězslav HÜBNEROVÁ Zuzana MICHÁLEK Jaroslav

Year of publication 2009
Type Conference abstract
MU Faculty or unit

Faculty of Economics and Administration

Citation
Description We give some minimal theoretical background of the sparse estimation technique based on the four-step Basis Pursuit Algorithm (BPA4) and sketch briefly its steps. The new concept is illustrated by two application examples: (1) simulation study proving better numerical stability in contrast with standard estimation methods, (2) strongly rank-deficient environmental GLM of air pollution by suspended particulate matter.
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