Component selection and smoothing in multivariate nonparametric regression

DOI10.1214/009053606000000722zbMath1106.62041arXivmath/0702659OpenAlexW2080726496MaRDI QIDQ869970

Yi Lin, Hao Helen Zhang

Publication date: 12 March 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702659

zbMATH Keywords

model selectionsmoothing splinenonparametric classificationmethod of regularization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

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Uses Software

• PDCO
• gss

Cites Work

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• Variable Selection and Model Building via Likelihood Basis Pursuit
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• Smoothing spline ANOVA models
• Structural modelling with sparse kernels

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