the model and propose corresponding thresholding estimators that can be used for variable selection. For each thresholding … estimator, variable selection in the linear component is developed and consistency of the variable selection procedure is shown …

informative variables. Several approaches for variable selection have been proposed to combine and intensify these qualities. An … framework of permutation tests and meets important statistical properties. A comparison to another eight popular variable … selection methods in three simulation studies and four real data applications indicated that: the new approach can also be used …