Variable selection using MM algorithms
- Author
- HUNTER, David R1 ; RUNZE LI1
[1] Pennsylvania State University, United States - Source
Annals of statistics. 2005, Vol 33, Num 4, pp 1617-1642, 26 p ; ref : 24 ref
- CODEN
- ASTSC7
- ISSN
- 0090-5364
- Scientific domain
- Mathematics
- Publisher
- Institute of Mathematical Statistics, Hayward, CA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Algorithme EM Estimation erreur Fonction pénalité Fonction vraisemblance Maximum vraisemblance Modélisation Méthode Newton Raphson Méthode numérique Méthode pénalité Méthode statistique Problème sélection Algorithme MM Convergence locale Méthode sélection Sélection variable
- Keyword (en)
- EM algorithm Error estimation Penalty function Likelihood function Maximum likelihood Modeling Newton Raphson method Numerical method Penalty method Statistical method Selection problem MM algorithm Selection method Variable selection
- Keyword (es)
- Algoritmo EM Estimación error Función penalidad Función verosimilitud Maxima verosimilitud Modelización Método Newton Raphson Método numérico Método penalidad Método estadístico Problema selección
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E18 Calculus of variations and optimal control
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 17056683
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1214/009053605000000200 
https://dx.doi.org/10.1214/009053605000000200
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