Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure.
Yong HeXinsheng ZhangLiwen ZhangPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- variable selection
- regression model
- hypothesis testing
- high dimensional
- model selection
- group lasso
- semi parametric
- cross validation
- generalized linear models
- input variables
- linear models
- dimension reduction
- prediction model
- gaussian process
- high dimensional data
- high dimensionality
- logistic regression models
- statistical tests
- low dimensional
- dimensionality reduction
- linear model
- maximum likelihood
- ls svm
- sample size
- feature space
- nearest neighbor
- confidence intervals
- machine learning
- data points
- probabilistic model
- survival analysis
- parameter estimation
- training data