Two-step cross-validation selection method for partially linear models

MaRDI QIDQ3378807zbMATH OpenFDO

Authors Panagiotis Avramidis

Publication date 4 April 2006

zbMATH Keywords

bandwidthcross validationkernelMonte Carlopartially linear modelsubset selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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(8)

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• Semiparametric approximation methods in multivariate model selection
• Penalized spline estimation in the partially linear model
• Nonparametric time series prediction: A semi-functional partial linear modeling
• Partially linear model selection by the bootstrap
• Two-step variable selection in partially linear additive models with time series data
• scientific article; zbMATH DE number 4184696 (Why is no real title available?)
• Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity

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