On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies

DOI10.1080/02664760802638116OpenAlexW2087554799MaRDI QIDQ5123493

Kalliopi Mylona, Alex Karagrigoriou, Christos Koukouvinos

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802638116

zbMATH Keywords

model selectiongeneralized linear modeldeviancehigh-dimensional data settraumanon-concave penalized likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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