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High-Dimensional Regression Modeling

Methodology, Applications, and Software

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This book covers the methodology, applications, and software used in high-dimensional regression modeling. Data collected in many fields is high-dimensional in the sense that many characteristics, or features, are recorded for each observation. The collection of this kind of data is a relatively recent phenomenon, and it poses many challenges that traditional statistical methods have proven incapable of addressing. During the past decade, penalized regression models have become a widespread and important tool for analyzing these kinds of data sets.

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mars 2030, env. 450 Pages, Chapman & Hall/CRC Texts in Statistical Science, Anglais
Taylor and Francis
978-1-4822-4997-2

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