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Activity Number: 191
Type: Contributed
Date/Time: Monday, August 5, 2013 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Learning and Data Mining
Abstract - #309288
Title: Large Sample Properties of Model Selection Criteria in High-Dimensional Regression
Author(s): Peng Yang*+ and Soumendra N. Lahiri
Companies: North Carolina State University and North Carolina State University
Keywords: model selection ; high dimension

The paper explores the properties of different model selection criteria in the framework of high-dimensional penalised regression. Suggestions are given based on the features of the data. Simulation results are presented to illustrate finite sample properties of the theoretical findings.

Authors who are presenting talks have a * after their name.

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