From screening to variable selection by an iterative nonparametric procedure based on derivatives

DOI10.1007/S00362-025-01700-2MaRDI QIDQ6972761zbMATH OpenFDO

Authors Francesco Giordano, Sara Milito, Maria Lucia Parrella

Publication date 11 June 2025

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-025-01700-2

zbMATH Keywords

high dimensioniterative procedurenonparametric regression modelsvariable screeningvariable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Cites work

• A nonparametric procedure for linear and nonlinear variable screening
• Additive regression and other nonparametric models
• Component selection and smoothing in multivariate nonparametric regression
• Empirical likelihood
• High-dimensional additive modeling
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• Minimax-optimal rates for sparse additive models over kernel classes via convex programming
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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