Automated subset selection via information criteria optimization in generalized linear models

DOI10.1007/S00180-025-01672-9MaRDI QIDQ6888172zbMATH OpenFDO

Authors Benjamin Schwendinger, Florian Schwendinger, Laura Vana-Gür

Publication date 9 December 2025

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00180-025-01672-9

zbMATH Keywords

constrained optimizationgeneralized linear modelsinformation criteriamixed-integer conic optimizationsubset selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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