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|Title:||Selection consistency of ebic for glim with non-canonical links and diverging number of parameters|
Generalized linear model
|Source:||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|
|Appears in Collections:||Staff Publications|
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