Improved model selection method for a regression function with dependent noise

DOI10.1007/s10463-006-0063-7zbMath1122.62023OpenAlexW2096794751MaRDI QIDQ2457965

Dominique Fourdrinier, Serguei Pergamenchtchikov

Publication date: 24 October 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0063-7

zbMATH Keywords

model selectionnonparametric estimationspherically symmetric distributionspherically symmetric regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

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