A note on variable selection in nonparam
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Wenceslao GonzΓ‘lez-Manteiga; Alejandro Quintela-del-RΔ±Μo; Philippe Vieu
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Article
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2002
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Elsevier Science
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English
β 128 KB
We develop a nonparametric test, based on kernel smoothers, in order to decide whether some covariates could be suppressed in a multidimensional nonparametric regression study. We give the asymptotic distribution of the statistic involved in our test, under a general dependence assumption on the sam