Iain M. Johnstone
Stanford University
1 paper in the Anchorcite directory, published in 2004, cited 9,561 times in total.
ORCID profileResearch topics
- Statistical Methods and Inference · 1 paper
- Control Systems and Identification · 1 paper
- Advanced Statistical Methods and Models · 1 paper
Frequent co-authors
- Bradley Efron · 1 paper
- Trevor Hastie · 1 paper
- Robert John Tibshirani · 1 paper
Papers
- Least angle regressionThe Annals of Statistics · 2004 · 9,561 citations
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have…
Metadata from OpenAlex (CC0).