Threshold variable selection using nonparametric methods
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Publication:5434022
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Cited in
(15)- Kernel variable selection for multicategory support vector machines
- Threshold variable selection of asymmetric stochastic volatility models
- General local rank estimation for single-index varying coefficient models
- THRESHOLD VARIABLE SELECTION IN OPEN‐LOOP THRESHOLD AUTOREGRESSIVE MODELS
- Multivariate Hysteretic Autoregressive Models
- Varying coefficient single-index regression model with missing responses under rank-based modelling
- Estimation for a partially linear single-index varying-coefficient model
- Nonparametric Variable Selection: The EARTH Algorithm
- Statistical inference in partially-varying-coefficient single-index model
- A dynamic count process
- A varying coefficient model with matrix valued covariates
- Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model
- Adaptive deep learning for nonlinear time series models
- Variable selection for single-index-driven autoregressive model with linear explanatory variables
- A new single-index-driven autoregressive model
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