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A Selective Overview of Variable Selection in High Dimensional Feature Space

High dimensional statistical problems arise from diverse fields of scientific research and technological development. Variable selection plays a pivotal role in contemporary statistical learning and scientific discoveries. The traditional idea of best subset selection methods, which can be regarded...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Fan, Jianqing, Lv, Jinchi
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2010
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3092303/
https://ncbi.nlm.nih.gov/pubmed/21572976
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