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Analyzing Large Datasets with Bootstrap Penalization

Data with a large p (number of covariates) and/or a large n (sample size) are now commonly encountered. For many problems, regularization especially penalization is adopted for estimation and variable selection. The straightforward application of penalization to large datasets demands a “big compute...

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Bibliografski detalji
Izdano u:Biom J
Glavni autori: Fang, Kuangnan, Ma, Shuangge
Format: Artigo
Jezik:Inglês
Izdano: 2016
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC5577005/
https://ncbi.nlm.nih.gov/pubmed/27870109
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/bimj.201600052
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