Greedy forward regression for variable screening
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Publication:4639813
DOI10.1111/anzs.12218OpenAlexW2962850547MaRDI QIDQ4639813
Ming-Yen Cheng, San Ying Feng, Heng Lian, Gao Rong Li
Publication date: 11 May 2018
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.01124
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items (4)
Fast stepwise regression based on multidimensional indexes ⋮ Forward selection for feature screening and structure identification in varying coefficient models ⋮ Fast and approximate exhaustive variable selection for generalised linear models with APES ⋮ Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
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