Login / Signup

Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics.

Camila EpprechtDominique GuéganÁlvaro VeigaJoel Corrêa da Rosa
Published in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
  • variable selection
  • linear models
  • group lasso
  • cross validation
  • model selection
  • high dimensional
  • dimension reduction
  • data sets
  • feature selection
  • high dimensional data
  • supervised learning