Search Results - subject:"Forward regression"

Kozbur, Damian - 2018

This paper introduces and analyzes a procedure called Testing-Based Forward Model Selection (TBFMS) in linear regression problems. This procedure inductively selects covariates that add predictive power into a working statistical model before estimating a final regression. The criterion for...

Persistent link: https://www.econbiz.de/10011969194

Testing-based forward model selection

Kozbur, Damian - 2018 - This version: April 2018

Persistent link: https://www.econbiz.de/10011824423

Sharp convergence rates for forward regression in high-dimensional sparse linear models

Kozbur, Damian - 2017

Forward regression is a statistical model selection and estimation procedure which inductively selects covariates that … are estimated by least squares. This paper analyzes forward regression in high-dimensional sparse linear models …

Persistent link: https://www.econbiz.de/10011784289

Sharp convergence rates for forward regression in high-dimensional sparse linear models

Kozbur, Damian - 2017

Persistent link: https://www.econbiz.de/10011657333