Nonparametric independence screening via favored smoothing bandwidth

DOI10.1016/j.jspi.2017.11.006zbMath1432.62093arXiv1711.10411OpenAlexW2768777175MaRDI QIDQ1643789

Yichao Wu, Yang Feng, Leonard A. Stefanski

Publication date: 20 June 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.10411

zbMATH Keywords

smoothingbandwidthnonparametric regressionvariable screening

Mathematics Subject Classification ID

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

Related Items

Partition-based feature screening for categorical data via RKHS embeddings, Nonparametric Interaction Selection, Robust conditional nonparametric independence screening for ultrahigh-dimensional data, Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors, Interaction screening via canonical correlation

Uses Software

• hgam

Cites Work

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