Likelihood adaptively modified penalties

Feng, Y; Li, TF; Ying, ZL

Feng, Y (reprint author), Columbia Univ, Dept Stat, New York, NY 10027 USA.

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (2): 330

Abstract

A new family of penalty functions, ie, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally thr......

Full Text Link