A note on variable selection in nonparametric regression with dependent data

Statistics and Probability Letters

Volumn 57, Issue 3, 2002, Pages 259-268

  González Manteiga, Wenceslao ^a   Quintela Del Río, Alejandro ^b   Vieu, Philippe ^c  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

^b UNIVERSITY OF A CORUÑA   (Spain)

^c INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

mixing; Curse of dimensionality; Kernel regression; Variables selection test

Indexed keywords

EID: 0037089240     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00056-1     Document Type: Article

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