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

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  • Jussi Määttä
  • Daniel F. Schmidt
  • Teemu Roos

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  • Jussi Määttä & Daniel F. Schmidt & Teemu Roos, 2016. "Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 382-395, June.
    • Handle: RePEc:bla:scjsta:v:43:y:2016:i:2:p:382-395
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    File URL: http://hdl.handle.net/10.1111/sjos.12181
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    References listed on IDEAS

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    1. Rissanen, Jorma & Roos, Teemu & Myllymäki, Petri, 2010. "Model selection by sequentially normalized least squares," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 839-849, April.
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