most citedExtended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces

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math.ST2011★ 2 cited

Selection Consistency of EBIC for GLIM with Non-canonical Links and Diverging Number of Parameters

Shan Luo, Zehua Chen

In this article, we investigate the properties of the EBIC in variable selection for generalized linear models with non-canonical links and diverging number of parameters in ultra-…

math.ST2011★ 3 cited

Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces

Shan Luo, Zehua Chen

In many conventional scientific investigations with high or ultra-high dimensional feature spaces, the relevant features, though sparse, are large in number compared with classical…