Two tales of variable selection for high dimensional regression: Screening and model building (Q4969932)
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scientific article; zbMATH DE number 7260388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two tales of variable selection for high dimensional regression: Screening and model building |
scientific article; zbMATH DE number 7260388 |
Statements
Two tales of variable selection for high dimensional regression: Screening and model building (English)
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14 October 2020
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cross-validation
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forward selection
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Lasso
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ROC curve
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SCAD
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SIS
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