Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory (Q2815586)

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Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory
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    Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory (English)
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    29 June 2016
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    asymptotics
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    consistency
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    linear regression
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    minimum description length principle
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    subset selection
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