Variable selection in high dimensional linear regressions with parameter instability (Q6664675)
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scientific article; zbMATH DE number 7968539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection in high dimensional linear regressions with parameter instability |
scientific article; zbMATH DE number 7968539 |
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Variable selection in high dimensional linear regressions with parameter instability (English)
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16 January 2025
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Lasso
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one covariate at a time multiple testing
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OCMT
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parameter instability
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variable selection
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forecasting
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