High-dimensional local polynomial regression with variable selection and dimension reduction

DOI10.1007/S11222-023-10308-1MaRDI QIDQ6089201zbMATH OpenOpenAlexFDO

Authors Kin Yap Cheung, S. M. S. Lee

Publication date 17 November 2023

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-023-10308-1

zbMATH Keywords

variable selectiondimension reductionbandwidthhigh-dimensionallocal polynomial regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
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• Variable selection through adaptive MAVE
• Weak convergence and empirical processes. With applications to statistics

Cited in

(2)

• Local polynomials for variable selection
• Selection of variables and dimension reduction in high-dimensional non-parametric regression

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