FAYETTEVILLE, GA, UNITED STATES, February 6, 2026 /EINPresswire.com/ -- A study in Risk Sciences examines whether ...

A new variable selection method was proposed recently by a research team from the Institute of Intelligent Machines, Hefei Institutes of Physical Science (HFIPS) of Chinese Academy of Sciences (CAS) ...

This is a preview. Log in through your library . Abstract We propose a double-penalized likelihood approach for simultaneous model selection and estimation in semiparametric mixed models for ...

We propose a stock selection method that is based on a variable selection method used with principal component analysis in multivariate statistics. The method successively eliminates stocks with the ...

no selection. This method is the default and uses the full model given in the MODEL statement to fit the linear regression. forward selection. This method starts with no variables in the model and ...