Two tales of variable selection for high dimensional regression: Screening and model building

DOI10.1002/sam.11219OpenAlexW1483870728MaRDI QIDQ4969932

Yoonkyung Lee, Cong Liu, Tao Shi

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.11219

zbMATH Keywords

SIScross-validationROC curveLassoSCADforward selection

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Related Items

PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection ⋮ Pruning variable selection ensembles

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