An empirical threshold of selection probability for analysis of high-dimensional correlated data
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DOI: 10.1080/00949655.2020.1739286
Abstract: For the analysis of high-dimensional data, regularization methods based on penalized likelihood have been extensively studied over the last few decades. But, they commonly require the optimal choice of tuning parameters to select relevant variables.… read more here.
Keywords: high dimensional; analysis; selection; threshold selection ... See more keywords