Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
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Publication:2225312
DOI10.1214/19-STS733OpenAlexW4210643453MaRDI QIDQ2225312
Robert Tibshirani, Ryan J. Tibshirani, Trevor Hastie
Publication date: 8 February 2021
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1605603631
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