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  • Search: subject:"nonparametric variable selection"
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Year of publication
Subject
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Autoregression 3 nonlinear regression 3 nonlinear time series 3 nonparametric variable selection 3 time series modelling 3 Lasso 1 Lazy lasso 1 Locally weighted regression 1 Loess 1 Nonparametric variable selection 1 Sparse models 1 Variable selection 1 l1-regularization 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
All
Working Paper 1
Language
All
Undetermined 3 English 1
Author
All
Rech, Gianluigi 3 Teräsvirta, Timo 3 Tschernig, Rolf 3 Bielza, Concha 1 Larrañaga, Pedro 1 Vidaurre, Diego 1
Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Computational Statistics 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 SSE/EFI Working Paper Series in Economics and Finance 1
Source
All
RePEc 3 EconStor 1
Showing 1 - 4 of 4
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Lazy lasso for local regression
Vidaurre, Diego; Bielza, Concha; Larrañaga, Pedro - In: Computational Statistics 27 (2012) 3, pp. 531-550
Locally weighted regression is a technique that predicts the response for new data items from their neighbors in the training data set, where closer data items are assigned higher weights in the prediction. However, the original method may suffer from overfitting and fail to select the relevant...
Persistent link: https://www.econbiz.de/10010998498
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Cover Image
A simple variable selection technique for nonlinear models
Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - 1999
Applying nonparametric variable selection criteria in nonlinear regression models generally requires a substantial …
Persistent link: https://www.econbiz.de/10010310027
Saved in:
Cover Image
A simple variable selection technique for nonlinear models
Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - Sonderforschungsbereich 373, Quantifikation und … - 1999
Applying nonparametric variable selection criteria in nonlinear regression models generally requires a substantial …
Persistent link: https://www.econbiz.de/10010983830
Saved in:
Cover Image
A simple variable selection technique for nonlinear models
Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - Economics Institute for Research (SIR), … - 1999
Applying nonparametric variable selection criteria in nonlinear regression models generally requires a substantial …
Persistent link: https://www.econbiz.de/10005649346
Saved in:
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