Variable Selection in Nonparametric Regression with Categorical Covariates

DOI10.2307/2290456zbMath0763.62019OpenAlexW4240362642MaRDI QIDQ4031129

Ping Zhang, Peter J. Bickel

Publication date: 1 April 1993

Full work available at URL: https://doi.org/10.2307/2290456

zbMATH Keywords

model selectioncross-validationsimulation studynonparametric regressionvariable selectionsmall-sample propertiescategorical covariateshistogram-type estimatoraccumulated prediction error criterioncross-validated minimizermodel dimension

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07)

Related Items (8)

On the convergence rate of model selection criteria ⋮ Spike and slab variable selection: frequentist and Bayesian strategies ⋮ Choice of regressors in nonparametric estimation ⋮ Order Choice in Nonlinear Autoregressive Models ⋮ Statistical inference in dynamic panel data models ⋮ A GIC rule for assessing data transformation in regression ⋮ On the estimation of prediction errors in linear regression models ⋮ The GIC for model selection: A hypothesis testing approach

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