Local polynomials for variable selection

DOI10.1007/978-1-4939-0569-0_20MaRDI QIDQ2787376zbMATH OpenOpenAlexFDO

Authors Francesco Giordano, Maria Lucia Parrella

Publication date 25 February 2016

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-0569-0_20

zbMATH Keywords

local polynomialsnonparametric regression modelsvariable selection

Mathematics Subject Classification ID

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

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Cites work

• Multivariate locally weighted least squares regression
• Multivariate locally weighted polynomial fitting and partial derivative estimation
• Rodeo: Sparse, greedy nonparametric regression

Cited in

(3)

• Domain selection for the varying coefficient model via local polynomial regression
• Rodeo: Sparse, greedy nonparametric regression
• High-dimensional local polynomial regression with variable selection and dimension reduction

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