Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property

DOI10.1016/j.jmva.2015.08.016zbMath1328.62207OpenAlexW1676402723MaRDI QIDQ900793

Maria Lucia Parrella, Francesco Giordano

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.08.016

zbMATH Keywords

variable selectionmultivariate nonparametric regressionmultivariate bandwidth selectionmultivariate confidence bands

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

GRID: a variable selection and structure discovery method for high dimensional nonparametric regression ⋮ High-dimensional local linear regression under sparsity and convex losses

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