Semiparametric approximation methods in multivariate model selection

DOI10.1006/jcom.2001.0591zbMath1004.62035OpenAlexW1985210034MaRDI QIDQ1347855

V. V. Anh, J. T. Gao, Rodney Carl Wolff

Publication date: 2 July 2002

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.2001.0591

zbMATH Keywords

model selectiondimensional reductionsemiparametric regressionnonlinear time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Related Items (1)

PARTIALLY LINEAR MODEL SELECTION BY THE BOOTSTRAP

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