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Variable selection for multivariate generalized linear models - MaRDI portal

Variable selection for multivariate generalized linear models (Q5128587)

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scientific article; zbMATH DE number 7267731
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Variable selection for multivariate generalized linear models
scientific article; zbMATH DE number 7267731

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    Variable selection for multivariate generalized linear models (English)
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    28 October 2020
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    multivariate generalized linear model
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    canonical link function
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    diverging number of parameters
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    model selection
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    consistency
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