The predictive Lasso (Q693339)

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The predictive Lasso
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    title
    The predictive Lasso (English)
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    author
    Minh-Ngoc Tran
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    David J. Nott
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    Chenlei Leng
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    publication date
    7 December 2012
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    Mathematics Subject Classification ID
    62J12
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    62J07
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    65C60
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    zbMATH DE Number
    6114128
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    zbMATH Keywords
    generalized linear models
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    Kullback-Leibler divergence
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    optimal prediction
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    variable selection
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