Data-Driven Model Choice in Multivariate Nonparametric Regression

DOI10.1080/02331880212857MaRDI QIDQ4806329zbMATH OpenOpenAlexFDO

Authors Philippe Vieu

Publication date 3 July 2003

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880212857

zbMATH Keywords

kernel regressionmodel choicedimensionalitytime series predictiontrue submodels

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99)

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Cited in

(7)

• A nonparametric empirical Bayes approach to large-scale multivariate regression
• Semiparametric Non-Linear Time Series Model Selection
• Evidence optimization for consequently generated models
• Decision-based model selection
• Functional projection pursuit regression
• MODEL EVALUATION AND SELECTION IN MULTIPLE NONLINEAR REGRESSION ANALYSIS
• Model selection with the loss rank principle

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