The study departs from conventional mean-based economic forecasting by focusing on quantile prediction, a technique that ...
We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...
This is a preview. Log in through your library . Abstract Applied sciences, including longitudinal and clustered studies in biomedicine, require analyses of ultrahigh-dimensional linear mixed-effects ...