Choice of regressors in nonparametric estimation
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Publication:1361510
DOI10.1016/0167-9473(94)90149-XzbMATH Open0937.62583OpenAlexW2056541774MaRDI QIDQ1361510FDOQ1361510
Authors: Philippe Vieu 
Publication date: 31 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(94)90149-x
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Cites Work
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Cited In (14)
- Régression non paramétrique: une approche générale du problème de sélection automatique de modèle
- Order Choice in Nonlinear Autoregressive Models
- Data-Driven Model Choice in Multivariate Nonparametric Regression
- Selection of variables and dimension reduction in high-dimensional non-parametric regression
- Semiparametric Non-Linear Time Series Model Selection
- Sparse nonparametric model for regression with functional covariate
- Model selection criteria based on cross-validatory concordance statistics
- Title not available (Why is that?)
- Semiparametric approximation methods in multivariate model selection
- Nonparametric long term prediction of stock returns with generated bond yields
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Rodeo: Sparse, greedy nonparametric regression
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
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