Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space

DOI10.1080/01621459.2013.877275zbMath1368.62205OpenAlexW2081474178MaRDI QIDQ4975573

Shan Luo, Zehua Chen

Publication date: 7 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.877275

zbMATH Keywords

selection consistencyoracle propertyextended BICsparse high-dimensional linear models

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Sequential estimation (62L12)

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Uses Software

• alr3

Cites Work

• Unnamed Item
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