SimSel: a new simulation method for variable selection
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Publication:4912033
DOI10.1080/00949655.2010.543981zbMath1318.62061OpenAlexW2071063499MaRDI QIDQ4912033
Martin Eklund, Silvelyn Zwanzig
Publication date: 21 March 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.543981
Related Items (3)
Discussion of the Paper ”Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Søren Johansen and Bent Nielsen ⋮ SimSel ⋮ Finite Mixture of Generalized Semiparametric Models: Variable Selection via Penalized Estimation
Uses Software
Cites Work
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- Multivariate adaptive regression splines
- Heuristics of instability and stabilization in model selection
- Controlling Variable Selection by the Addition of Pseudovariables
- The elements of statistical learning. Data mining, inference, and prediction
- A new look at the statistical model identification
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