Modified versions of the Bayesian information criterion for sparse generalized linear models (Q2275644): Difference between revisions

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+https://doi.org/10.1016/j.csda.2011.04.016
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+W1971008858
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+Adapting to unknown sparsity by controlling the false discovery rate
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+A new look at the statistical model identification
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+Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
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+Extended Bayesian information criteria for model selection with large model spaces
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
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