Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression

DOI10.1002/CJS.11635zbMath1492.62084OpenAlexW3202514089MaRDI QIDQ5094308

J. Wieczorek, Jing Lei

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11635

zbMATH Keywords

linear regressionmodel selection consistencywrapper forward search

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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