LOCALIZED MODEL SELECTION FOR REGRESSION

DOI10.1017/S0266466608080195zbMath1284.62409MaRDI QIDQ3632386

Yuhong Yang

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

General nonlinear regression (62J02)

Related Items (3)

Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data ⋮ Variable selection in finite mixture of semi-parametric regression models ⋮ Targeted cross-validation

Cites Work

• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Model selection in nonparametric regression
• Information-theoretic determination of minimax rates of convergence
• On estimating a density using Hellinger distance and some other strange facts
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Model selection via multifold cross validation
• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• The Predictive Sample Reuse Method with Applications
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Linear Model Selection by Cross-Validation

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