Understanding best subset selection: a tale of two c(omplex)ities

DOI10.1214/25-EJS2388MaRDI QIDQ6979858zbMATH OpenFDO

Authors Saptarshi Roy, Ambuj Tewari, Ziwei Zhu

Publication date 23 May 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-1/Understanding-best-subset-selection-A-tale-of-two-complexities/10.1214/25-EJS2388.full

zbMATH Keywords

high-dimensional statisticsmodel consistencyvariable selection

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites work

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• Understanding best subset selection: a tale of two c(omplex)ities
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• Understanding best subset selection: a tale of two c(omplex)ities

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