Nonparametric independence screening via favored smoothing bandwidth

DOI10.1016/j.jspi.2017.11.006zbMath1432.62093arXiv1711.10411MaRDI QIDQ1643789

Yichao Wu, Yang Feng, Leonard A. Stefanski

Publication date: 20 June 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.10411

zbMATH Keywords

smoothing; bandwidth; nonparametric regression; variable screening

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

Uses Software

• hgam