Adaptive variable selection in nonparametric sparse additive models

DOI10.1214/17-EJS1275zbMath1365.62133arXiv1508.06660OpenAlexW2963715718MaRDI QIDQ2396347

Cristina Butucea, Natalia Stepanova

Publication date: 8 June 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06660

zbMATH Keywords

adaptive variable selectionexact and almost full selectorshigh-dimensional nonparametric regressionsparse additive signals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Adaptive threshold-based classification of sparse high-dimensional data ⋮ Variable selection, monotone likelihood ratio and group sparsity ⋮ Variable selection with Hamming loss ⋮ Variable selection consistency of Gaussian process regression ⋮ Uncertainty quantification for robust variable selection and multiple testing

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