Browsing DiSES Working Papers by Subject "Variable selection"

Now showing items 1-2 of 2

    • GRID for model structure discovering in high dimensional regression 

      Giordano, Francesco; Lahiri, Soumendra Nath; Parrella, Maria Lucia (2014)
      Given a nonparametric regression model, we assume that the number of covariates d → ∞ but only some of these covariates are relevant for the model. Our goal is to identify the relevant covariates and to obtain some ...

    • Variable selection in forecasting models for corporate bankruptcy 

      Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca (2011)
      In this paper we develop statistical models for bankruptcy prediction of Italian firms in the limited liability sector, using annual balance sheet information. Several issues involved in default risk analysis are ...