Chen, Zehua; Luo, Shan Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters. (English) Zbl 1327.62429 Stat. Interface 6, No. 2, 275-284 (2013). Summary: In this article, we investigate the properties of the EBIC in variable selection for generalized linear models with noncanonical links and a diverging number of parameters in ultra-high dimensional feature space. The selection consistency of the EBIC in this situation is established under moderate conditions. The finite sample performance of the EBIC coupled with a forward selection procedure is demonstrated through simulation studies and a real data analysis. Cited in 3 Documents MSC: 62J12 Generalized linear models (logistic models) 62P10 Applications of statistics to biology and medical sciences; meta analysis 62F07 Statistical ranking and selection procedures Keywords:extended BIC; generalized linear model; non-canonical links; selection consistency; variable selection PDFBibTeX XMLCite \textit{Z. Chen} and \textit{S. Luo}, Stat. Interface 6, No. 2, 275--284 (2013; Zbl 1327.62429) Full Text: DOI arXiv