Journal article

Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory

Jussi Maatta, Daniel F Schmidt, Teemu Roos

Scandinavian Journal of Statistics | WILEY-BLACKWELL | Published : 2016


Funding Acknowledgements

The authors thank Jorma Rissanen and Enes Makalic for useful discussions. J.M. and T.R. are supported by the Academy of Finland under the Finnish Centre of Excellence in Computational Inference Research (COIN).