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

• Main Authors: Luo, S., Chen, Z.
• Other Authors: STATISTICS & APPLIED PROBABILITY
• Format: Article
• Published: 2014
• Subjects: Diverging number of parameters; Extended Bayes information criterion; Feature selection; High dimensional feature space; Penalized likelihood; Selection consistency
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/105147
• Institution: National University of Singapore

10.1016/j.jspi.2012.08.015