Loading...

Variable selection and estimation in generalized linear models with the seamless L(0) penalty

In this paper, we propose variable selection and estimation in generalized linear models using the seamless L(0) (SELO) penalized likelihood approach. The SELO penalty is a smooth function that very closely resembles the discontinuous L(0) penalty. We develop an e cient algorithm to fit the model, a...

Fuld beskrivelse

Na minha lista:
Bibliografiske detaljer
Main Authors: Li, Zilin, Wang, Sijian, Lin, Xihong
Format: Artigo
Sprog:Inglês
Udgivet: 2012
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3600656/
https://ncbi.nlm.nih.gov/pubmed/23519603
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/cjs.11165
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!