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"An efficient optimization approach for best subset selection in linear ..."

Leonardo Di Gangi et al. (2019)

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DOI: 10.1007/S10589-019-00134-5

access: closed

type: Journal Article

metadata version: 2020-07-14

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  - https://dblp.org/rec/journals/coap/GangiLSS19
Leonardo Di Gangi, Matteo Lapucci, Fabio Schoen, Alessio Sortino:
An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series. Comput. Optim. Appl. 74(3): 919-948 (2019)

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