Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/105348
Title: Selection consistency of ebic for glim with non-canonical links and diverging number of parameters
Authors: Luo, S.
Chen, Z. 
Keywords: Extended BIC
Generalized linear model
Non-canonical links
Selection consistency
Variable selection
Issue Date: 2013
Citation: Luo, S.,Chen, Z. (2013). Selection consistency of ebic for glim with non-canonical links and diverging number of parameters. Statistics and its Interface 6 (2) : 275-284. ScholarBank@NUS Repository.
Abstract: In this article, we investigate the properties of the EBIC in variable selection for generalized linear models with noncanonical links and a diverging number of parameters in ultra-high dimensional feature space. The selection consistency of the EBIC in this situation is established under moderate conditions. The finite sample performance of the EBIC coupled with a forward selection procedure is demonstrated through simulation studies and a real data analysis.
Source Title: Statistics and its Interface
URI: http://scholarbank.nus.edu.sg/handle/10635/105348
ISSN: 19387989
Appears in Collections:Staff Publications

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