Estimation and variable selection in nonparametric heteroscedastic regression.
Paul YauRobert KohnPublished in: Stat. Comput. (2003)
Keyphrases
- variable selection
- nonparametric regression
- model selection
- linear models
- proportional hazards model
- cross validation
- high dimensional
- input variables
- stepwise regression
- dimension reduction
- regression model
- robust regression
- estimation problems
- density estimation
- linear model
- regression problems
- linear regression
- group lasso
- ls svm
- machine learning
- linear discriminant analysis
- high dimensional data
- genetic programming
- pattern recognition
- statistical inference
- survival analysis
- regression algorithm
- logistic regression models
- support vector