Consistent tuning parameter selection in high-dimensional group-penalized regression
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Publication:2423857
DOI10.1007/s11425-017-9189-9OpenAlexW2799878319WikidataQ129887277 ScholiaQ129887277MaRDI QIDQ2423857
Baisuo Jin, Yaguang Li, Yao-hua Wu
Publication date: 20 June 2019
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-017-9189-9
Bayesian information criterionregularization parametergroup selectionpenalized likelihoodultra-high dimensionality
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