Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation
Year of publication: |
2021
|
---|---|
Authors: | Chen, Le-Yu ; Lee, Sokbae |
Subject: | Classification | covariate selection | finite-sample property | maximum score estima-tion | mixed-integer optimisation | penalised estimation | Schätztheorie | Estimation theory |
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