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‘Model selection for generalized linear models with factor‐augmented predictors’

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  • Hansheng Wang
  • Chih‐Ling Tsai

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  • Hansheng Wang & Chih‐Ling Tsai, 2009. "‘Model selection for generalized linear models with factor‐augmented predictors’," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(3), pages 241-242, May.
    • Handle: RePEc:wly:apsmbi:v:25:y:2009:i:3:p:241-242
    DOI: 10.1002/asmb.782
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    References listed on IDEAS

    as
    1. Prasad Naik & Chih‐Ling Tsai, 2000. "Partial least squares estimator for single‐index models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 763-771.
    2. Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911, November.
    3. Bair, Eric & Hastie, Trevor & Paul, Debashis & Tibshirani, Robert, 2006. "Prediction by Supervised Principal Components," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 119-137, March.
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