Budget constrained model selection for multiple linear regression
From MaRDI portal
Publication:6141733
DOI10.1080/03610918.2021.1991956OpenAlexW3206765327MaRDI QIDQ6141733
Justin R. Chimka, Ronald L. Rardin, Unnamed Author
Publication date: 23 January 2024
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1991956
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Best subset selection via a modern optimization lens
- Algorithm for cardinality-constrained quadratic optimization
- Wrappers for feature subset selection
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
- OR Forum—An Algorithmic Approach to Linear Regression
- Lasso with convex loss: Model selection consistency and estimation
- Branch and Bound Experiments in Convex Nonlinear Integer Programming
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Quickly variable selection for varying coefficient models with missing response at random
- A new look at the statistical model identification
This page was built for publication: Budget constrained model selection for multiple linear regression