Choice of regressors in nonparametric estimation
From MaRDI portal
Publication:1361510
DOI10.1016/0167-9473(94)90149-XzbMath0937.62583OpenAlexW2056541774MaRDI QIDQ1361510
Publication date: 31 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(94)90149-x
Related Items (9)
Semiparametric approximation methods in multivariate model selection ⋮ Model selection criteria based on cross-validatory concordance statistics ⋮ Nonparametric long term prediction of stock returns with generated bond yields ⋮ Order Choice in Nonlinear Autoregressive Models ⋮ Semiparametric Non-Linear Time Series Model Selection ⋮ Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis ⋮ Goodness-of-fit tests for kernel regression with an application to option implied volatilities ⋮ Sparse nonparametric model for regression with functional covariate ⋮ Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear smoothers and additive models
- Rates of convergence for the estimates of the optimal transformations of variables
- On projection pursuit regression
- Consistency for ACE-type methods
- Optimal bandwidth selection in nonparametric regression function estimation
- Projection pursuit
- Additive regression and other nonparametric models
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Quadratic errors for nonparametric estimates under dependence
- Variable selection in nonparametric regression with continuous covariates
- Nonparametric curve estimation from time series
- An asymptotic theory for sliced inverse regression
- Optimal global rates of convergence for nonparametric regression
- Estimation of generalized additive models
- Fitting additive models to regression data. Diagnostics and alternative views
- [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
- Exploring Regression Structure Using Nonparametric Functional Estimation
- A Flexible and Fast Method for Automatic Smoothing
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- How Many Variables Should be Entered in a Regression Equation?
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Generalized Additive Models: Some Applications
- Estimation Non-paramétrique de la Régression: Revue Bibliographique
- Sliced Inverse Regression for Dimension Reduction
- Variable Selection in Nonparametric Regression with Categorical Covariates
- Design-adaptive Nonparametric Regression
- A Projection Pursuit Algorithm for Exploratory Data Analysis
This page was built for publication: Choice of regressors in nonparametric estimation
