A note on variable selection in nonparametric regression with dependent data

DOI10.1016/S0167-7152(02)00056-1MaRDI QIDQ1613076zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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Cited in

(12)

• Parsimonious additive models
• An adaptive orthogonal search algorithm for model subset selection and non-linear system identification
• Variable selection in neural network regression models with dependent data: a subsampling approach
• Structural test in regression on functional variables
• Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
• Variable Selection in Nonparametric Regression with Categorical Covariates
• Nonparametric tests for model selection with time series data
• No effect tests in regression on functional variable and some applications to spectrometric studies
• An updated review of goodness-of-fit tests for regression models
• Structural tests in regression on functional variables
• Testing additivity in nonparametric regression under random censorship
• KERNEL REGRESSION SMOOTHING OF TIME SERIES

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