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