Computation of a Best Subset in Multivariate Analysis

DOI10.2307/2347164zbMath0436.62057OpenAlexW2796390939MaRDI QIDQ3876858

C. E. McHenry

Publication date: 1978

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347164

zbMATH Keywords

Cholesky decompositionlikelihood ratio criterioncomputation of best subsetpseudo beta variables

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07) Probabilistic methods, stochastic differential equations (65C99)

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