A new procedure for variable selection in presence of rare events.

Francesco Giordano Marcella Niglio Marialuisa Restaino

Published in: J. Oper. Res. Soc. (2021)

Keyphrases

variable selection
rare events
cross validation
high dimensional
model selection
dimension reduction
importance sampling
fraud detection
distributed data
feature selection
training data
class imbalance
training set
least squares