A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Liangjun Su, Thomas Tao Yang, Yonghui Zhang, and Qiankun Zhou
| Year of publication: |
2024
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|---|---|
| Authors: | Su, Liangjun ; Yang, Thomas Tao ; Zhang, Yonghui ; Zhou, Qiankun |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 43.2024, 9, p. 671-712
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| Subject: | Additive model | high dimensionality | model selection | multiple testing | nonparametric | one covariate at a time | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2024.2357771 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050636