A variable selection proposal for multiple linear regression analysis
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Publication:5300735
DOI10.1080/00949655.2010.518569zbMATH Open1431.62290OpenAlexW2095611227MaRDI QIDQ5300735FDOQ5300735
Authors: S. J. Steel, D. W. Uys 
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.518569
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Cites Work
- Least angle regression. (With discussion)
- Some Comments on C P
- Estimation of the mean of a multivariate normal distribution
- Least angle and \(\ell _{1}\) penalized regression: a review
- Model Selection and Model Averaging
- Parametric robustness: Small biases can be worthwhile
- ``Preconditioning for feature selection and regression in high-dimensional problems
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
- Simultaneous selection and estimation for the some zeros family of normal models
Cited In (5)
- A measure of post variable selection error in multiple linear regression, and its estimation
- Consistent variable selection via the optimal discovery procedure in multiple testing
- Some variable selection procedures in multivariate linear regression models
- An Adaptive Method of Variable Selection in Regression
- A study over the formulation of the parameters 5 or less independent variables of multiple linear regression
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