Two tales of variable selection for high dimensional regression: Screening and model building

Statistical Analysis and Data Mining

Yoonkyung Lee¹  Tao Shi¹  Cong Liu² 

[1] Department of Statistics The Ohio State University Columbus OH 43210 USA;Seattle WA 98109 USA

关键词: cross‐;    validation;    forward selection;    LASSO;    ROC curve;    SCAD;    SIS;   

DOI  :  10.1002/sam.11219

学科分类：社会科学、人文和艺术（综合）

来源: John Wiley & Sons, Inc.

【 授权许可】

Unknown