A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (Q4682716)
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scientific article; zbMATH DE number 6938933
Language | Label | Description | Also known as |
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English | A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models |
scientific article; zbMATH DE number 6938933 |
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A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (English)
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19 September 2018
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one covariate at a time
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multiple testing
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model selection
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high dimensionality
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penalized regressions
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boosting
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Monte Carlo experiments
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