Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces (Q1926385)

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Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
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    Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces (English)
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    28 December 2012
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    diverging number of parameters
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    feature selection
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    extended Bayes information criterion
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    high-dimensional feature space
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    penalized likelihood
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    selection consistency
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