Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces

10.1016/j.jspi.2012.08.015

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Main Authors: Luo, S., Chen, Z.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/105147
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spelling sg-nus-scholar.10635-1051472023-10-27T07:08:13Z Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces Luo, S. Chen, Z. STATISTICS & APPLIED PROBABILITY Diverging number of parameters Extended Bayes information criterion Feature selection High dimensional feature space Penalized likelihood Selection consistency 10.1016/j.jspi.2012.08.015 Journal of Statistical Planning and Inference 143 3 494-504 JSPID 2014-10-28T05:12:11Z 2014-10-28T05:12:11Z 2013-03 Article Luo, S., Chen, Z. (2013-03). Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces. Journal of Statistical Planning and Inference 143 (3) : 494-504. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jspi.2012.08.015 03783758 http://scholarbank.nus.edu.sg/handle/10635/105147 000312173600004 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Diverging number of parameters
Extended Bayes information criterion
Feature selection
High dimensional feature space
Penalized likelihood
Selection consistency
spellingShingle Diverging number of parameters
Extended Bayes information criterion
Feature selection
High dimensional feature space
Penalized likelihood
Selection consistency
Luo, S.
Chen, Z.
Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
description 10.1016/j.jspi.2012.08.015
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Luo, S.
Chen, Z.
format Article
author Luo, S.
Chen, Z.
author_sort Luo, S.
title Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
title_short Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
title_full Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
title_fullStr Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
title_full_unstemmed Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
title_sort extended bic for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105147
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