A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651)

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scientific article; zbMATH DE number 6609289
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A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
scientific article; zbMATH DE number 6609289

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    A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (English)
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    4 August 2016
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    Akaike information criterion
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    linear models
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    Monte Carlo simulation
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    variable selection
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