The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data

DOI10.1007/s10463-014-0497-2zbMath1440.62269OpenAlexW2075506967MaRDI QIDQ5963707

Yawei He, Zehua Chen

Publication date: 23 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0497-2

zbMATH Keywords

high-dimensional dataEBICfeature selectioninteractive modelselection consistencysequential procedure

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Sequential estimation (62L12)

Related Items

Pliable lasso for the multinomial logistic regression, Unnamed Item, A semi-parametric approach to feature selection in high-dimensional linear regression models

Uses Software

• hierNet
• Imputation
• GitHub

Cites Work

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