Better subset regression

DOI10.1093/BIOMET/AST041zbMath1285.62076arXiv1212.0634OpenAlexW2964304472MaRDI QIDQ5410312

Shifeng Xiong

Publication date: 16 April 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.0634

zbMATH Keywords

EM algorithmcombinatorial optimizationorthogonal designsvariable selectionsure screening propertybest subset regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Combinatorial optimization (90C27)

Related Items (1)

Some notes on concordance between optimization and statistics

Uses Software

• UCI-ml

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