Variable selection in parametric and semiparametric models
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...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2014
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| Online Access: | http://hdl.handle.net/10356/55280 |
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| Institution: | Nanyang Technological University |
| Language: | English |