A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
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Publication:736651
DOI10.1007/s00180-015-0584-8zbMath1342.65077OpenAlexW2069101646MaRDI QIDQ736651
Joseph E. Cavanaugh, Tao Zhang
Publication date: 4 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0584-8
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (2)
Extending AIC to best subset regression ⋮ Best-subset model selection based on multitudinal assessments of likelihood improvements
Uses Software
Cites Work
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