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Variable selection using a smooth information criterion for distributional regression models
Modern variable selection procedures make use of penalization methods to execute simultaneous model selection and estimation. A popular method is the least absolute shrinkage and selection operator, the use of which requires selecting the value of a tuning parameter. This parameter is typically tune...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer US
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10121547/ https://www.ncbi.nlm.nih.gov/pubmed/37155560 http://dx.doi.org/10.1007/s11222-023-10204-8 |