Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics (Q5083965)
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scientific article; zbMATH DE number 7545538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics |
scientific article; zbMATH DE number 7545538 |
Statements
Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics (English)
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21 June 2022
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model selection
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general-to-specific
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adaptive Lasso
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sparse models
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Monte Carlo simulation
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genetic data
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