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Information criteria for variable selection under sparsity - MaRDI portal

Information criteria for variable selection under sparsity (Q5410310)

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scientific article; zbMATH DE number 6285691
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Information criteria for variable selection under sparsity
scientific article; zbMATH DE number 6285691

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    Information criteria for variable selection under sparsity (English)
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    16 April 2014
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    high-dimensional data
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    information criterion
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    lasso
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    Mallows' \(C_p\)
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    sparsity
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    variable selection
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