Pages that link to "Item:Q1020780"
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The following pages link to Efficient algorithms for computing the best subset regression models for large-scale problems (Q1020780):
Displayed 12 items.
- Two-stage least squares and indirect least squares algorithms for simultaneous equations models (Q432795) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- Boosting nonlinear additive autoregressive time series (Q961660) (← links)
- Unbiased generalized quasi-regression (Q962315) (← links)
- Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems (Q1020777) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- A graph approach to generate all possible regression submodels (Q1020883) (← links)
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
- A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection (Q1023683) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- Covariate unit root tests with good size and power (Q1927093) (← links)