Sequential Model Averaging for High Dimensional Linear Regression Models

DOI10.5705/ss.202016.0122zbMath1382.62037OpenAlexW3123514207MaRDI QIDQ4602133

Hansheng Wang, Wei Lan, Yingying Ma, Jun-Long Zhao, Chih-Ling Tsai

Publication date: 26 January 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202016.0122

zbMATH Keywords

sequential screeningforward regressionsequential model averagingunivariate model averaging

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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