Variable selection and estimation in generalized linear models with the seamless $L0 $ penalty

Keyphrases

• Generalized Linear Model 100%
• Simulation Study 100%
• L0 Penalty 100%
• Finite Sample Performance 100%
• Bayesian Information Criterion 100%
• Breast Cancer Risk 50%
• SNP 50%
• Likelihood Approach 50%
• Regularity Conditions 50%
• True Model 50%
• Tuning Parameter 50%
• Smooth Function 50%
• Penalized Likelihood 50%
• Oracle Property 50%
• Breast Cancer Genetics 50%

Mathematics

• Simulation Study 100%
• Bayesian Information Criterion 100%
• Generalized Linear Model 100%
• Likelihood Approach 50%
• Regularity Condition 50%
• True Model 50%
• Smooth Function 50%