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    GRID for model structure discovering in high dimensional regression 

    Giordano, Francesco; Lahiri, Soumendra Nath; Parrella, Maria Lucia (2014)
    Given a nonparametric regression model, we assume that the number of covariates d → ∞ but only some of these covariates are relevant for the model. Our goal is to identify the relevant covariates and to obtain some ...

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

    Giordano, Francesco; Parrella, Maria Lucia (2014)
    The local polynomial estimator is particularly affected by the curse of di- mensionality. So, the potentialities of such a tool become ineffective for large dimensional applications. Motivated by this, we propose a new ...

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    AutoreGiordano, Francesco (2)
    Parrella, Maria Lucia (2)
    Lahiri, Soumendra Nath (1)SoggettoModel selection (1)Multivariate bandwidth selection (1)Multivariate confidence bands (1)Multivariate nonparametric regression (1)Nonparametric model regression (1)Variable selection (1)... Visualizza piu' informazioniDate Issued2014 (2)
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