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Model selection strategies for identifying most relevant covariates in homoscedastic linear models.

Aleksey MinHajo HolzmannClaudia Czado
Published in: Comput. Stat. Data Anal. (2010)
Keyphrases
  • linear models
  • linear model
  • selection strategies
  • probabilistic model
  • selection strategy
  • statistical model
  • heuristic search
  • linear regression
  • gaussian processes
  • nonlinear models