potential covariates is large. Amongst the extant variable selection approaches, we focus on the One Covariate at a time … Multiple Testing (OCMT) method. This procedure allows a natural distinction between the selection and forecasting stages. We …

potential covariates is large. Amongst the extant variable selection approaches, we focus on the One Covariate at a time … Multiple Testing (OCMT) method. This procedure allows a natural distinction between the selection and forecasting stages. We …

large. Amongst the extant variable selection approaches we focus on the recently developed One Covariate at a time Multiple … Testing (OCMT) method that allows a natural distinction between the selection and forecasting stages, and provide theoretical …

large. Amongst the extant variable selection approaches we focus on the recently developed One Covariate at a time Multiple … Testing (OCMT) method that allows a natural distinction between the selection and forecasting stages, and provide theoretical …