A nonlinear mixed–integer programming approach for variable selection in linear regression model
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Publication:6181891
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A Simulation Study of Some Ridge Estimators
- A simulation study on some restricted ridge regression estimators
- Difference based ridge and Liu type estimators in semiparametric regression models
- Difference-based ridge estimator of parameters in partial linear model
- Double shrunken selection operator
- Estimation in high-dimensional linear models with deterministic design matrices
- Forward regression for ultra-high dimensional variable screening
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the ridge regression estimator with sub-space restriction
- Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
- Ridge Estimation under the Stochastic Restriction
- Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
- Shrinkage ridge estimators in semiparametric regression models
- Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- \(p\)-values for high-dimensional regression
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