Linear model selection based on extended robust least angle regression
In variable selection problems, when the number of candidate covariates is relatively large, the "two-step" model building strategy, which consists of two consecutive steps sequencing and segmentation, is often used. Sequencing aims to first sequence all the candidate covariates to form a...
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| Language: | English |
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University of British Columbia
2012
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| Online Access: | http://hdl.handle.net/2429/43060 |