SimSel: a new simulation method for variable selection

DOI10.1080/00949655.2010.543981zbMath1318.62061OpenAlexW2071063499MaRDI QIDQ4912033

Martin Eklund, Silvelyn Zwanzig

Publication date: 21 March 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.543981

zbMATH Keywords

variable selectionsimulation methodpseudo-errorpseudo-variable

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07)

Related Items (3)

Discussion of the Paper ”Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Søren Johansen and Bent Nielsen ⋮ SimSel ⋮ Finite Mixture of Generalized Semiparametric Models: Variable Selection via Penalized Estimation

Uses Software

• R
• lars
• mda

Cites Work

• Unnamed Item
• Multivariate adaptive regression splines
• Heuristics of instability and stabilization in model selection
• Controlling Variable Selection by the Addition of Pseudovariables
• The elements of statistical learning. Data mining, inference, and prediction
• A new look at the statistical model identification

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