Data-Driven Model Choice in Multivariate Nonparametric Regression

DOI10.1080/02331880212857zbMath1013.62046OpenAlexW2046376162MaRDI QIDQ4806329

Philippe Vieu

Publication date: 3 July 2003

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880212857

zbMATH Keywords

dimensionalitykernel regressiontime series predictionmodel choicetrue submodels

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99)

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