Multi-step methods for choosing the best set of variables in regression analysis
Year of publication: |
2010
|
---|---|
Authors: | Konno, Hiroshi ; Takaya, Yoshihiro |
Published in: |
Computational Optimization and Applications. - Springer. - Vol. 46.2010, 3, p. 417-426
|
Publisher: |
Springer |
Subject: | Linear regression model | Variable selection | 0–1 mixed integer programming | Least absolute deviation fitting |
-
A maximal predictability portfolio using absolute deviation reformulation
Konno, Hiroshi, (2010)
-
S-estimators in the linear regression model with long-memory error terms
Sibbertsen, Philipp, (1998)
-
Regression-Based Automated Facial Image Quality Model
Gavrilova, Marina L., (2017)
- More ...
-
A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY
KONNO, HIROSHI, (2010)
-
A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT
TAKAYA, YOSHIHIRO, (2010)
-
A maximal predictability portfolio using dynamic factor selection strategy
Konno, Hiroshi, (2010)
- More ...