Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property
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DOI: 10.1016/j.jmva.2015.08.016
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- Alessandra Amendola & Francesco Giordano & Maria Lucia Parrella & Marialuisa Restaino, 2017. "Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 33(4), pages 355-368, August.
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Keywords
Multivariate nonparametric regression; Variable selection; Multivariate bandwidth selection; Multivariate confidence bands;All these keywords.
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