Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.12188/6664
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dc.contributor.authorDimovski, Markoen_US
dc.contributor.authorStojkovska, Irenaen_US
dc.date.accessioned2020-01-29T10:40:29Z-
dc.date.available2020-01-29T10:40:29Z-
dc.date.issued2017-01-01-
dc.identifier.otherUDC: 519.246:519.71-
dc.identifier.urihttp://hdl.handle.net/20.500.12188/6664-
dc.description.abstractA new type of regularization in least-square optimization for variable selection in regression models is proposed. Proposed regularization is suitable for regression models with equal or at least comparable regressors’ influence. Consistency of the estimator of the regression parameter under suitable assumptions is shown. Numerical results demonstrate efficiency of the proposed regularization and its better performance compared to existing regularization methods.en_US
dc.language.isoenen_US
dc.publisherUnion of Mathematicians of Macedoniaen_US
dc.relation.ispartofMatematichki Biltenen_US
dc.subjectlinear regression, regression models, least square method, regularization, penalty functions.en_US
dc.titleRegularized least-square optimization method for variable selection in regression modelsen_US
dc.typeJournal Articleen_US
item.fulltextWith Fulltext-
item.grantfulltextopen-
crisitem.author.deptFaculty of Natural Sciences and Mathematics-
Appears in Collections:Faculty of Natural Sciences and Mathematics: Journal Articles
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