A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651)
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English | A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy |
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A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (English)
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4 August 2016
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Akaike information criterion
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linear models
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Monte Carlo simulation
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variable selection
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