Ando, Tomohiro; Li, Ker-Chau A weight-relaxed model averaging approach for high-dimensional generalized linear models. (English) Zbl 1421.62094 Ann. Stat. 45, No. 6, 2654-2679 (2017). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F99 62F12 62B10 PDF BibTeX XML Cite \textit{T. Ando} and \textit{K.-C. Li}, Ann. Stat. 45, No. 6, 2654--2679 (2017; Zbl 1421.62094) Full Text: DOI Euclid
Ando, Tomohiro; Li, Ker-Chau A model-averaging approach for high-dimensional regression. (English) Zbl 1367.62209 J. Am. Stat. Assoc. 109, No. 505, 254-265 (2014). MSC: 62J05 62G08 62J07 PDF BibTeX XML Cite \textit{T. Ando} and \textit{K.-C. Li}, J. Am. Stat. Assoc. 109, No. 505, 254--265 (2014; Zbl 1367.62209) Full Text: DOI