Complete subset averaging approach for high-dimensional generalized linear models
Year of publication: |
2023
|
---|---|
Authors: | Chen, Xingyi ; Li, Haiqi ; Zhang, Jing |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 226.2023, p. 1-5
|
Subject: | Asymptotic optimality | Complete subset averaging | Kullback-Leibler loss | Generalized linear models |
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