Chen, Ziqi; Tang, Man-Lai; Gao, Wei; Shi, Ning-Zhong - In: Scandinavian Journal of Statistics 41 (2014) 3, pp. 725-741
type="main" xml:id="sjos12057-abs-0001" <title type="main">ABSTRACT</title>Motivated by an entropy inequality, we propose for the first time a penalized profile likelihood method for simultaneously selecting significant variables and estimating unknown coefficients in multiple linear regression models in this article. The...
