Rodeo: Sparse, greedy nonparametric regression

DOI10.1214/009053607000000811zbMath1132.62026arXiv0803.1709OpenAlexW3099516248MaRDI QIDQ2477052

Larry Alan Wasserman, John D. Lafferty

Publication date: 12 March 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.1709

zbMATH Keywords

nonparametric regressionvariable selectionsparsityminimax rates of convergencelocal linear smoothingbandwidth estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Uses Software

• ElemStatLearn

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