Variable selection in neural network regression models with dependent data: a subsampling approach

Abstract

The problem of variable selection in neural network regression models with dependent data is considered. In this framework, a test procedure based on the introduction of a measure for the variable relevance to the model is discussed. The main di4culty in using this procedure is related to the asymptotic distribution of the test statistic which is not one of… (More)
DOI: 10.1016/j.csda.2004.01.004

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