𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Adaptive Variable Selection in Nonparametric Sparse Regression

✍ Scribed by Ingster, Yu.; Stepanova, N.


Book ID
125364677
Publisher
Springer US
Year
2014
Tongue
English
Weight
272 KB
Volume
199
Category
Article
ISSN
1573-8795

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Variable selection by stepwise slicing i
✍ K.B. Kulasekera πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 146 KB

We consider variable selection issue in a nonparametric regression setting. Two stepwise procedures based on variance estimators are proposed for selecting the signiΓΏcant variables in a general nonparametric regression model. These procedures do not require multidimensional smoothing at intermediate