An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
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DOI: 10.1007/s10589-019-00134-5
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Cited by:
- Enrico Civitelli & Matteo Lapucci & Fabio Schoen & Alessio Sortino, 2021. "An effective procedure for feature subset selection in logistic regression based on information criteria," Computational Optimization and Applications, Springer, vol. 80(1), pages 1-32, September.
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Keywords
MINLP; Linear regression; Subset selection; Autoregressive time-series;All these keywords.
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