Complete subset regressions (Q134090): Difference between revisions

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+Time-varying combinations of predictive densities using nonlinear filtering
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+Bagging predictors
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+Approximately normal tests for equal predictive accuracy in nested models
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+Benchmark priors for Bayesian model averaging.
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+Calibration and empirical Bayes variable selection
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+Optimal prediction pools
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+Time-varying sparsity in dynamic regression models
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+Shotgun Stochastic Search for “Large<i>p</i>” Regression
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
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+FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
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+Cross-validation prior choice in Bayesian probit regression with many covariates
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+Optimal Weight Choice for Frequentist Model Average Estimators
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+Predictability of stock returns and asset allocation under structural breaks
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+Q4869559
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+Bayesian Model Averaging for Linear Regression Models
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+Transdimensional Markov Chains
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+Q4864293
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+Q3802438
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+On the adaptive elastic net with a diverging number of parameters
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