Modified versions of the Bayesian information criterion for sparse generalized linear models
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Publication:2275644
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Cited in
(18)- Some optimality properties of FDR controlling rules under sparsity
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
- High-dimensional Ising model selection with Bayesian information criteria
- Extended BIC for small-n-large-P sparse GLM
- Weak consistency of modified versions of Bayesian information criterion in a sparse linear regression
- Extending the Modified Bayesian Information Criterion (mBIC) to Dense Markers and Multiple Interval Mapping
- Wilcoxon-type generalized Bayesian information criterion
- Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion
- Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
- A modified information criterion for model selection
- Modifications of BIC for data mining under sparsity
- Generalized score matching for non-negative data
- Prior-based Bayesian information criterion
- Globaltest confidence regions and their application to ridge regression
- Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models
- Regularized bidimensional estimation of the hazard rate
- Enhancing variable selection in elastic-net regression for high-dimensional data sets: The use of modified Bayesian type criteria and hybridized smoothed covariance estimators
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