Modified versions of the Bayesian information criterion for sparse generalized linear models
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Publication:2275644
DOI10.1016/J.CSDA.2011.04.016zbMATH Open1218.62073OpenAlexW1971008858MaRDI QIDQ2275644FDOQ2275644
Authors: Małgorzata Żak-Szatkowska, Małgorzata Bogdan 
Publication date: 9 August 2011
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.04.016
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Cites Work
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Cited In (17)
- Weak consistency of modified versions of Bayesian information criterion in a sparse linear regression
- Regularized bidimensional estimation of the hazard rate
- Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion
- Generalized score matching for non-negative data
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- Extended BIC for small-\(n\)-large-\(P\) sparse GLM
- High-dimensional Ising model selection with Bayesian information criteria
- Prior-based Bayesian information criterion
- Extending the Modified Bayesian Information Criterion (mBIC) to Dense Markers and Multiple Interval Mapping
- Wilcoxon-type generalized Bayesian information criterion
- Globaltest confidence regions and their application to ridge regression
- A modified information criterion for model selection
- Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
- Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models
- Modifications of BIC for data mining under sparsity
- Some optimality properties of FDR controlling rules under sparsity
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
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