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- W797247079 abstract "We propose a method for variable selection in multiple regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating suitable permutation and dimensionality. Then, estimators for these parameters are proposed and the resulting method for selecting variables is shown to be consistent. A simulation study that permits to gain understanding of the performances of the proposed approach and to compare it with an existing method is given." @default.
- W797247079 created "2016-06-24" @default.
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- W797247079 date "2015-03-11" @default.
- W797247079 modified "2023-09-24" @default.
- W797247079 title "Variable selection in multiple regression with random design" @default.
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