Regularized (bridge) logistic regression for variable selection based on ROC criterion

DOI10.4310/SII.2009.V2.N4.A10MaRDI QIDQ440156zbMATH OpenFDO

Authors Guo-Liang Tian, Hong-Bin Fang, Zhenqiu Liu, Tan Ming T.

Publication date 18 August 2012

Published in Statistics and Its Interface (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Nonlinear programming (90C30)

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