Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics

Epprecht, Camila ; Guégan, Dominique ; Veiga, Álvaro ; Correa da Rosa, Joel

Communications in statistics. Simulation and computation, 2021-01, Vol.50 (1), p.103-122 [Periódico revisado por pares]

Philadelphia: Taylor & Francis

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