Complete subset regressions (Q134090)

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English
Complete subset regressions
scientific article

    Statements

    volume
    177
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    issue
    2
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    page(s)
    357-373
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    publication date
    December 2013
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    6 June 2014
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    author
    Graham Elliott
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    Antonio Gargano
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    Allan Timmermann
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    Graham Elliott
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    Antonio Gargano
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    Allan G. Timmermann
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    title
    Complete subset regressions (English)
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    Mathematics Subject Classification ID
    62M20
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    62J05
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    62P05
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    zbMATH DE Number
    6301475
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    zbMATH Keywords
    subset regression
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    forecast combination
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    shrinkage
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    describes a project that uses
    SSS
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    glmnet
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    OpenAlex ID
    W2127546500
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