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Model selection procedure for high-dimensional data

For high-dimensional regression, the number of predictors may greatly exceed the sample size but only a small fraction of them are related to the response. Therefore, variable selection is inevitable, where consistent model selection is the primary concern. However, conventional consistent model sel...

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Autori principali: Zhang, Yongli, Shen, Xiaotong
Natura: Artigo
Lingua:Inglês
Pubblicazione: 2010
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC2992390/
https://ncbi.nlm.nih.gov/pubmed/21116443
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sam.10088
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