A note on variable selection in nonparametric regression with dependent data

DOI10.1016/S0167-7152(02)00056-1zbMath0996.62036OpenAlexW2013655805MaRDI QIDQ1613076

Philippe Vieu, Alejandro Quintela-del-Río, Wenceslao González Manteiga

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00056-1

zbMATH Keywords

kernel regressioncurse of dimensionalitybeta-mixingvariables selection test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (8)

An updated review of goodness-of-fit tests for regression models ⋮ Structural test in regression on functional variables ⋮ Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition ⋮ An adaptive orthogonal search algorithm for model subset selection and non-linear system identification ⋮ Testing additivity in nonparametric regression under random censorship ⋮ Structural tests in regression on functional variables ⋮ No effect tests in regression on functional variable and some applications to spectrometric studies ⋮ Parsimonious additive models

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