Open AccessA weight-relaxed model averaging approach for high-dimensional generalized linear models
Author(s) -
Tomohiro Ando,
Ker-chau Li
Publication year - 2017
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/17-aos1538
Subject(s) - akaike information criterion , mathematics , model selection , bayesian information criterion , linear model , estimator , lasso (programming language) , generalized linear model , bounding overwatch , feature selection , linear regression , information criteria , nonlinear system , statistics , computer science , artificial intelligence , physics , quantum mechanics , world wide web