\(L_1\)-penalized fraud detection support vector machines

DOI10.1007/s42952-023-00207-6MaRDI QIDQ6134388

Seung Jun Shin, Minhyoung Park, Hyungwoo Kim

Publication date: 25 July 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

variable selectionfraud detection\(L_1\)-penalized SVMentire regularization paths

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Entire solution path for support vector machine for positive and unlabeled classification
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Hard or Soft Classification? Large-Margin Unified Machines
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Neyman-Pearson classification, convexity and stochastic constraints

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