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Linear and quadratic discriminant analysis are two very useful classification methods, for which the problem of variable selection is of fundamental impor-tance. To this end, a BIC-type selection crit...
Convex regression is concerned with computing the best fit of a convex function to a data set of n observations in which the independent variable is (possibly) multidimensional. Such regression ...
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models deriv...
Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which...

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