Regressions by Leaps and Bounds
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Publication:4046960
DOI10.2307/1267601zbMATH Open0294.62079OpenAlexW4229687739MaRDI QIDQ4046960FDOQ4046960
Authors: George M. Furnival, Robert W. Jun. Wilson
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1267601
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- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
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- Parametric multiple regression risk models: Theory and statistical analysis
- Neighborhood search heuristics for selecting hierarchically well-formulated subsets in polynomial regression
- Robust variable selection with application to quality of life research
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Sparse regression: scalable algorithms and empirical performance
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
- The determinants of CDS spreads: evidence from the model space
- Exact methods for variable selection in principal component analysis: guide functions and pre-selection
- Building a robust linear model with forward selection and stepwise procedures
- Robust model selection using fast and robust bootstrap
- On stability issues in deriving multivariable regression models
- Sparse identification of truncation errors
- Note on “Comparison of Model Selection for Regression” by Vladimir Cherkassky and Yunqian Ma
- Model-guided adaptive sampling for Bayesian model selection
- Logistic regression: from art to science
- On efficient calculations for Bayesian variable selection
- Algorithm for cardinality-constrained quadratic optimization
- Variable selection in functional regression models: a review
- Mixed integer second-order cone programming formulations for variable selection in linear regression
- A comparison of regression spline smoothing procedures
- On the quantification of model uncertainty: a Bayesian perspective
- A discussion on practical considerations with sparse regression methodologies
- Exact and approximate algorithms for variable selection in linear discriminant analysis
- Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
- Model averaging estimation of generalized linear models with imputed covariates
- Taxicab correspondence analysis
- Choosing the best set of variables in regression analysis using integer programming
- A fast algorithm for non-negativity model selection
- High-dimensional variable selection via low-dimensional adaptive learning
- Multi-step methods for choosing the best set of variables in regression analysis
- Testing the means of independent normal random variables
- Computational aspects of algorithms for variable selection in the context of principal components
- A two-stage algorithm for identification of nonlinear dynamic systems
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Subset selection in sparse matrices
- Efficient algorithms for computing the best subset regression models for large-scale problems
- Sparse estimation of Cox proportional hazards models via approximated information criteria
- Investigating consumers' store-choice behavior via hierarchical variable selection
- OR forum: An algorithmic approach to linear regression
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- Some variable selection procedures in multivariate linear regression models
- Subset selection for multiple linear regression via optimization
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- Efficient variable screening for multivariate analysis
- New bounds for subset selection from conic relaxations
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- Least angle and \(\ell _{1}\) penalized regression: a review
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- Multiple group logistic discrimination
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- All possible subset regressions using the QR decomposition
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- Best-subset model selection based on multitudinal assessments of likelihood improvements
- The trimmed Lasso: sparse recovery guarantees and practical optimization by the generalized soft-min penalty
- Model Selection and Regression t-Statistics
- Exploratory modelling analysis: visualizing the value of variables
- The best parameter subset using the Chebychev curve fitting criterion
- Massive datasets and machine learning for computational biomedicine: trends and challenges
- Iterated multisource exchangeability models for individualized inference with an application to mobile sensor data
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- Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model
- Model-averaged \(\ell_1\) regularization using Markov chain Monte Carlo model composition
- Algorithm 615: the best subset of parameters in leasst absolute value regression
- Bayesian bootstrap adaptive lasso estimators of regression models
- Subset Selection and the Cone of Factor-Width-k Matrices
- Tabu Search Variable Selection with Resource Constraints
- Can bank-specific variables predict contagion effects?
- Hedging Index Options With Few Assets1
- Latent variable selection in multidimensional item response theory models using the expectation model selection algorithm
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