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