The study departs from conventional mean-based economic forecasting by focusing on quantile prediction, a technique that ...

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

Selecting a subset of variables for linear models remains an active area of research. This article reviews many of the recent contributions to the Bayesian model selection and shrinkage prior ...