Search Results - subject:"Best subset selection"

Direction identification and minimax estimation by generalized eigenvalue problem in high dimensional sparse regression

Sauvenier, Mathieu; Van Bellegem, Sébastien - 2023

Persistent link: https://www.econbiz.de/10014228368

Technical note: conic mixed-binary sets : convex hull characterizations and applications

Kılınç-Karzan, Fatma; Küçükyavuz, Simge; Lee, Dabeen - In: Operations research 73 (2025) 1, pp. 251-269

Persistent link: https://www.econbiz.de/10015445296

Subset selection with shrinkage : sparse linear modeling when the SNR is low

Mazumder, Rahul; Radchenko, Peter; Dedieu, Antoine - In: Operations research 71 (2023) 1, pp. 129-147

Persistent link: https://www.econbiz.de/10014308406

An alternating method for cardinality-constrained optimization : a computational study for the best subset selection and sparse portfolio problems

Moreira Costa, Carina; Kreber, Dennis; Schmidt, Martin - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2968-2988

Persistent link: https://www.econbiz.de/10014326330

Best subset binary prediction

Chen, Le-yu; Lee, Sokbae - 2017

We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection …

Persistent link: https://www.econbiz.de/10011941515

Best subset binary prediction

Chen, Le-Yu; Lee, Sokbae - 2017

We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection …

Persistent link: https://www.econbiz.de/10011775359

A Reduced Wealth Index for Phone Polls

Zahran, Alyaa R.; El-Samea, Noha A. Abd; Nafea, Rojan A. - In: Asian Journal of Empirical Research 3 (2013) 4, pp. 433-446

The Reduced Wealth Index (RWI) used at the Public Opinion Poll Center (POPC) of the Information and Decision Support Center (IDSC) - Egyptian Cabinet, is evaluated for possible change in the importance pattern of the assets used to create the wealth index between the years 2005 and 2008. The...

Persistent link: https://www.econbiz.de/10010641457

Best subset binary prediction

Chen, Le-Yu; Lee, Sokbae - In: Journal of econometrics 206 (2018) 1, pp. 39-56

Persistent link: https://www.econbiz.de/10012110356