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
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| English | Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and autometrics |
scientific article; zbMATH DE number 7545538 |
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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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0.7686193585395813
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0.7528568506240845
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0.7443956136703491
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0.7441036701202393
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