Heterogeneous Overdispersed Count Data Regressions via Double Penalized Estimations
异质过度离散计数回归的双重惩罚估计
This paper studies the non-asymptotic merits of the double $\ell_1$-regularized for heterogeneous overdispersed count data via negative binomial regressions. Under the restricted eigenvalue conditions, we prove the oracle inequalities for Lasso estimators of two partial regression coefficients for the first time, using concentration inequalities of empirical processes. Furthermore, derived from the oracle inequalities, the consistency and convergence rate for the estimators…