Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces (Q1926385)
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scientific article; zbMATH DE number 6118917
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| English | Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces |
scientific article; zbMATH DE number 6118917 |
Statements
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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0.8236759901046753
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0.8139344453811646
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0.809890866279602
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0.8065866231918335
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