In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongl...In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongly consistent.Also,the convergence rate ofmisjudgement probability is given.展开更多
文摘In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongly consistent.Also,the convergence rate ofmisjudgement probability is given.
