| Autor: |
Mbina, Alban Mbina, Nkiet, Guy Martial, Nguessan, Assi |
| Rok vydání: |
2015 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
We propose a method for variable selection in multiple regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating suitable permutation and dimensionality. Then, estimators for these parameters are proposed and the resulting method for selecting variables is shown to be consistent. A simulation study that permits to gain understanding of the performances of the proposed approach and to compare it with an existing method is given. |
| Databáze: |
arXiv |
| Externí odkaz: |
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