A nonparametric procedure for linear and nonlinear variable screening

DOI10.1080/10485252.2022.2078822MaRDI QIDQ5051330zbMATH OpenOpenAlexFDO

Authors Francesco Giordano, S. Milito, Maria Lucia Parrella

Publication date 23 November 2022

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2022.2078822

zbMATH Keywords

local polynomial estimatornonparametric regressionstructure discoveryultra high dimensionvariable screening

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cites work

• Empirical likelihood
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• scientific article; zbMATH DE number 991833 (Why is no real title available?)
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• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Optimal global rates of convergence for nonparametric regression
• Partially linear structure identification in generalized additive models with NP-dimensionality
• Ranking-based variable selection for high-dimensional data
• Rodeo: Sparse, greedy nonparametric regression
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The fused Kolmogorov filter: a nonparametric model-free screening method
• Tight conditions for consistency of variable selection in the context of high dimensionality
• Ultrahigh dimensional feature selection: beyond the linear model
• Variable selection using adaptive nonlinear interaction structures in high dimensions

Cited in

(3)

• Nonparametric variable screening for multivariate additive models
• Variable screening based on Gaussian centered L-moments
• From screening to variable selection by an iterative nonparametric procedure based on derivatives

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