A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Year of publication: |
2024
|
---|---|
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
|
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 |
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