Variable selection in parametric and semiparametric models

• المؤلف الرئيسي: Lin, Bingqing
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2014
• الموضوعات: DRNTU::Science::Mathematics::Statistics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/55280
• المؤسسة: Nanyang Technological University

Since the proposal of the least absolute shrinkage and selection operator (LASSO) (Tibshirani, 1996) and the smoothly clipped absolute deviation (SCAD) method (Fan and Li, 2001), there have been extensive developments on model selection based on penalized log-likelihood and the computational issues...