Wavelet-based robust estimation and variable selection in nonparametric additive models.
Umberto AmatoAnestis AntoniadisItalia De FeisIrène GijbelsPublished in: Stat. Comput. (2022)
Keyphrases
- robust estimation
- variable selection
- additive models
- linear models
- high dimensional
- input variables
- cross validation
- least squares
- dimension reduction
- model selection
- high dimensional data
- low dimensional
- motion field
- dimensionality reduction
- high dimensionality
- ls svm
- nearest neighbor
- active learning
- reproducing kernel hilbert space
- linear svm
- data mining