Variable Selection in Nonparametric Regression with Categorical Covariates

DOI10.2307/2290456MaRDI QIDQ4031129zbMATH OpenOpenAlexFDO

Authors P. J. Bickel, Ping Zhang

Publication date 1 April 1993

Full work available at URL https://doi.org/10.2307/2290456

zbMATH Keywords

model selectionvariable selectionnonparametric regressioncross-validationsimulation studysmall-sample propertiescategorical covariateshistogram-type estimatoraccumulated prediction error criterioncross-validated minimizermodel dimension

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and prediction (62M20)

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(13)

• Statistical inference in dynamic panel data models
• On the convergence rate of model selection criteria
• Order Choice in Nonlinear Autoregressive Models
• On the estimation of prediction errors in linear regression models
• Nonparametric variable selection and classification: the CATCH algorithm
• Spike and slab variable selection: frequentist and Bayesian strategies
• A GIC rule for assessing data transformation in regression
• MDR method for nonbinary response variable
• Estimating the joint distribution of independent categorical variables via model selection
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• Choice of regressors in nonparametric estimation
• The GIC for model selection: A hypothesis testing approach
• Feature extraction in regression and classification with structured predictors.

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