Variable selection in general multinomial logit models

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Title
Variable selection in general multinomial logit models
Authors
Keywords
Logistic regression, Multinomial logit model, Variable selection, Lasso, Group Lasso, CATS Lasso
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 82, Issue -, Pages 207-222
Publisher
Elsevier BV
Online
2014-09-22
DOI
10.1016/j.csda.2014.09.009

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