The EAS approach to variable selection for multivariate response data in high-dimensional settings

Koner, S; Williams, JP

Koner, S (通讯作者),Duke Univ, Durham, NC 27708 USA.

ELECTRONIC JOURNAL OF STATISTICS, 2023; 17 (2): 1947

Abstract

In this paper, we develop an epsilon admissible subsets (EAS) model selection approach for performing group variable selection in the high-dimensional......

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