VARIABLE SELECTION FOR LINEAR AND SMOOTH TRANSITION MODELS VIA LASSO: COMPARISONS, APPLICATIONS AND NEW METHODOLOGY

VARIABLE SELECTION FOR LINEAR AND SMOOTH TRANSITION MODELS VIA LASSO: COMPARISONS, APPLICATIONS AND NEW METHODOLOGY

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO === CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO === A seleção de variáveis em modelos estatísticos é um problema importante, para o qual diferentes soluções foram propostas. Tradicionalmente, pode-se escolher o conjunto de variávei...

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Bibliographic Details
Main Author:	CAMILA ROSA EPPRECHT
Other Authors:	ALVARO DE LIMA VEIGA FILHO
Language:	English
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2013
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26582@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26582@2

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