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Estimation and variable selection in nonparametric heteroscedastic regression

✍ Scribed by Paul Yau; Robert Kohn


Book ID
111540590
Publisher
Springer US
Year
2003
Tongue
English
Weight
538 KB
Volume
13
Category
Article
ISSN
0960-3174

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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