Variable selection in AUC-optimizing classification

DOI10.1016/J.CSDA.2025.108256MaRDI QIDQ6902928zbMATH OpenFDO

Authors Hyungwoo Kim, Seung Jun Shin

Publication date 10 November 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108256

zbMATH Keywords

diverging predictorsinformation criterionoracle propertyROC curveSCAD penaltyvariable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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