Modified versions of the Bayesian information criterion for sparse generalized linear models

DOI10.1016/j.csda.2011.04.016zbMath1218.62073OpenAlexW1971008858MaRDI QIDQ2275644

Małgorzata Żak-Szatkowska, Małgorzata Bogdan

Publication date: 9 August 2011

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.04.016

zbMATH Keywords

model selection

Mathematics Subject Classification ID

Related Items (8)

Prior-based Bayesian information criterion ⋮ GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee ⋮ A modified information criterion for model selection ⋮ Globaltest confidence regions and their application to ridge regression ⋮ Some optimality properties of FDR controlling rules under sparsity ⋮ Model selection in sparse high-dimensional vine copula models with an application to portfolio risk ⋮ Unnamed Item ⋮ High-dimensional Ising model selection with Bayesian information criteria

Uses Software

• R

Cites Work

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