Extended BIC for small-n-large-P sparse GLM

Statistica Sinica

Volumn 22, Issue 2, 2012, Pages 555-574

  Chen, Jiahua ^a   Chen, Zehua ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Consistency; Exponential family; Extended Bayes information criterion; Feature selection; Generalized linear model; Small n large P

Indexed keywords

EID: 84863363283     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2010.216     Document Type: Article

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