K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables

DOI10.1111/J.1368-423X.2008.00238.XzbMath1141.91641MaRDI QIDQ3521282

Rui Li, Guan Gong

Publication date: 21 August 2008

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

cross-validationsimulationsirrelevant variables\(k\)-nearest-neighbour

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Searching for the core variables in principal components analysis ⋮ Seeking relevant information from a statistical model ⋮ A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects

Cites Work

• Unnamed Item
• Adaptive density flattening. - A metric distortion principle for combating bias in nearest neighbor methods
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

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