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Variable selection in multivariate methods using global score estimation

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  • Kaoru Fueda & Masaya Iizuka & Yuichi Mori, 2009. "Variable selection in multivariate methods using global score estimation," Computational Statistics, Springer, vol. 24(1), pages 127-144, February.
    • Handle: RePEc:spr:compst:v:24:y:2009:i:1:p:127-144
    DOI: 10.1007/s00180-008-0109-9
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    1. Yutaka Kano & Akira Harada, 2000. "Stepwise variable selection in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 65(1), pages 7-22, March.
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    Cited by:

    1. Michael Brusco & Renu Singh & Douglas Steinley, 2009. "Variable Neighborhood Search Heuristics for Selecting a Subset of Variables in Principal Component Analysis," Psychometrika, Springer;The Psychometric Society, vol. 74(4), pages 705-726, December.
    2. Brusco, Michael J. & Steinley, Douglas, 2011. "Exact and approximate algorithms for variable selection in linear discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 123-131, January.

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