Information criteria bias correction for group selection

DOI10.1007/s00362-021-01283-8OpenAlexW4207024080MaRDI QIDQ2093122

Maarten Jansen, Bastien Marquis

Publication date: 4 November 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-021-01283-8

zbMATH Keywords

variable selectionsparsitygroup lassohigh-dimensionMallows' Cp

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glasso
• ThreshLab

Cites Work

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• Some Comments on C P
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