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

• Main Authors: Chen, J., Chen, Z.
• Other Authors: STATISTICS & APPLIED PROBABILITY
• Format: Article
• Published: 2014
• Subjects: Consistency; Exponential family; Extended Bayes information criterion; Feature selection; Generalized linear model; Small-n-large-P
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/105148
• Institution: National University of Singapore

10.5705/ss.2010.216