A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL
安柏庆 · 系统科学与复杂性：英文版 · 1989
In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongly consistent.Also,the convergence rate ofmisjudgement probability is given.