A note on variable selection in nonparametric regression with dependent data

DOI10.1016/S0167-7152(02)00056-1zbMath0996.62036MaRDI QIDQ1613076

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

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

kernel regression; curse of dimensionality; beta-mixing; variables selection test

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

Related Items

Testing additivity in nonparametric regression under random censorship, Parsimonious additive models, Structural tests in regression on functional variables, An adaptive orthogonal search algorithm for model subset selection and non-linear system identification

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