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Model selection by pathwise marginal likelihood thresholding - MaRDI portal

Model selection by pathwise marginal likelihood thresholding

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Publication:6606021

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DOI10.1016/j.spl.2024.110214MaRDI QIDQ6606021

Davide Ferrari, Claudia Di Caterina

Publication date: 16 September 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

multivariate analysis composite likelihood pairwise likelihood independence likelihood sparsity-inducing penalization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

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