Optimal model selection in heteroscedastic regression using piecewise polynomial functions
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Publication:1951154
DOI10.1214/13-EJS803zbMath1337.62083arXiv1104.1050MaRDI QIDQ1951154
Publication date: 29 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.1050
nonparametric regression; random design; heteroscedastic noise; slope heuristics; optimal model selection; hold-out penalty
62G08: Nonparametric regression and quantile regression
62J02: General nonlinear regression
62G09: Nonparametric statistical resampling methods
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