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Honest variable selection in linear and logistic regression models via $ell_1$ and $ell_1 + ell_2$ penalization
penalty sparse consistent variable selection regression generalized linear models logistic regression
2009/9/16
This paper investigates correct variable selection in finite samples via $ell_1$ and $ell_1 + ell_2$ type penalization schemes. The asymptotic consistency of variable selection immediately follows fro...
Comparing two samples by penalized logistic regression
Empirical likelihood biased sampling penalty semiparametric shrinkage mean square error power
2009/9/16
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of so...