Tuning parameter selection in high dimensional penalized likelihood
Author:
Affiliation:
1. University of Southern California; Los Angeles; USA
2. University of Colorado, Denver; USA
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssb.12001/fullpdf
Reference34 articles.
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2. Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection;Breheny;Ann. Appl. Statist.,2011
3. Statistics for High-Dimensional Data
4. Extended Bayesian information criterion for model selection with large model space;Chen;Biometrika,2008
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