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Model selection by pathwise marginal likelihood thresholding - MaRDI portal

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Model selection by pathwise marginal likelihood thresholding (Q6606021)

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scientific article; zbMATH DE number 7913935
Language Label Description Also known as
English
Model selection by pathwise marginal likelihood thresholding
scientific article; zbMATH DE number 7913935

    Statements

    title
    Model selection by pathwise marginal likelihood thresholding (English)
    0 references
    author
    Claudia Di Caterina
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    Davide Ferrari
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    publication date
    16 September 2024
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    zbMATH Keywords
    composite likelihood
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    independence likelihood
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    pairwise likelihood
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    multivariate analysis
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    sparsity-inducing penalization
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    Identifiers

    Mathematics Subject Classification ID
    62H12
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    62F10
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    62J07
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    62P10
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    zbMATH DE Number
    7913935
    0 references
     
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