An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series

Leonardo Di Gangi, Matteo Lapucci, Fabio Schoen, Alessio Sortino. An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series. Comp. Opt. and Appl., 74(3):919-948, 2019. [doi]

@article{GangiLSS19,
  title = {An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series},
  author = {Leonardo Di Gangi and Matteo Lapucci and Fabio Schoen and Alessio Sortino},
  year = {2019},
  doi = {10.1007/s10589-019-00134-5},
  url = {https://doi.org/10.1007/s10589-019-00134-5},
  researchr = {https://researchr.org/publication/GangiLSS19},
  cites = {0},
  citedby = {0},
  journal = {Comp. Opt. and Appl.},
  volume = {74},
  number = {3},
  pages = {919-948},
}