We consider the task of fitting a regression model involving interactions among a potentially large set of covariates, in which we wish to enforce strong heredity. We propose FAMILY, a very general ...
We analyze boosting algorithms [Ann. Statist. 29 (2001) 1189–1232; Ann. Statist. 28 (2000) 337–407; Ann. Statist. 32 (2004) 407–499] in linear regression from a new perspective: that of modern ...
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