A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651)
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scientific article; zbMATH DE number 6609289
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| English | A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy |
scientific article; zbMATH DE number 6609289 |
Statements
A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (English)
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4 August 2016
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Akaike information criterion
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linear models
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Monte Carlo simulation
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variable selection
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0.8578070998191833
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0.7955844402313232
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0.7789729237556458
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0.7755746245384216
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