Sequential Model Averaging for High Dimensional Linear Regression Models (Q4602133)

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scientific article; zbMATH DE number 6829988
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Sequential Model Averaging for High Dimensional Linear Regression Models
scientific article; zbMATH DE number 6829988

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    Sequential Model Averaging for High Dimensional Linear Regression Models (English)
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    26 January 2018
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    forward regression
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    sequential model averaging
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    sequential screening
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    univariate model averaging
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