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Model selection and parameter estimation of a multinomial logistic regression model - MaRDI portal

Model selection and parameter estimation of a multinomial logistic regression model (Q5219998)

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scientific article; zbMATH DE number 7178426
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Model selection and parameter estimation of a multinomial logistic regression model
scientific article; zbMATH DE number 7178426

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    Model selection and parameter estimation of a multinomial logistic regression model (English)
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    9 March 2020
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    shrinkage estimators
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    Lasso
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    asymptotic distributional bias and risk
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    Monte Carlo simulation
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    multinomial logistic regression
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    likelihood ratio test
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