Efficient test-based variable selection for high-dimensional linear models
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DOI: 10.1016/j.jmva.2018.01.003
Abstract: Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression (LARS), among others.… read more here.
Keywords: high dimensional; test based; efficient test; selection ... See more keywords