Pages that link to "Item:Q1020780"

The following pages link to Efficient algorithms for computing the best subset regression models for large-scale problems (Q1020780):

Displaying 27 items.

• Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
• Two-stage least squares and indirect least squares algorithms for simultaneous equations models (Q432795) (← links)
• Equivalence of several methods for efficient best subsets selection in generalized linear models (Q672433) (← links)
• A fast algorithm for non-negativity model selection (Q746289) (← links)
• An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
• Boosting nonlinear additive autoregressive time series (Q961660) (← links)
• Unbiased generalized quasi-regression (Q962315) (← links)
• Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems (Q1020777) (← links)
• Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
• A graph approach to generate all possible regression submodels (Q1020883) (← links)
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
• A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection (Q1023683) (← links)
• Robust model selection using fast and robust bootstrap (Q1023882) (← links)
• Group subset selection for linear regression (Q1623472) (← links)
• A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis (Q1623574) (← links)
• Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
• Autoregressive prediction with rolling mechanism for time series forecasting with small sample size (Q1718683) (← links)
• Covariate unit root tests with good size and power (Q1927093) (← links)
• Robust subset selection (Q2076115) (← links)
• A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
• Exact methods for variable selection in principal component analysis: guide functions and pre-selection (Q2359463) (← links)
• A regression tree algorithm for the identification of convergence clubs (Q2445733) (← links)
• Fast robust estimation of prediction error based on resampling (Q2445765) (← links)
• Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
• A polynomial algorithm for best-subset selection problem (Q5073242) (← links)
• (Q5382053) (← links)