Simultaneous dimension reduction and variable selection for multinomial logistic regression
Canhong Wen, Zhenduo Li, Ruipeng Dong, Yijin Ni, Wenliang Pan
| Year of publication: |
2023
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|---|---|
| Authors: | Wen, Canhong ; Li, Zhenduo ; Dong, Ruipeng ; Ni, Yijin ; Pan, Wenliang |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 5, p. 1044-1060
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| Subject: | high-dimensional data | multinomial logistic regression | reduced-rank regression | variable selection | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Logit-Modell | Logit model |
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