Challenging the curse of dimensionality in multivariate local linear regression (original) (raw)

Smoothing by Local Regression: Principles and Methods

William Cleveland

Contributions to Statistics, 1996

View PDFchevron_right

Strategies for local smoothing in high dimensions: Using density thresholds and adapted GCV

Jochen Einbeck

View PDFchevron_right

Local dimensionality reduction for non-parametric regression

Stefan Schaal

2009

View PDFchevron_right

Local Polynomial Regression Based on Functional Data and Regular Designs

David Degras, Karim Benhenni

View PDFchevron_right

CROSS-VALIDATED LOCAL LINEAR NONPARAMETRIC REGRESSION

Jeff Racine

2004

View PDFchevron_right

Bandwidth selection for local linear regression smoothers

N. Hengartner

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2002

View PDFchevron_right

Selection of variables and dimension reduction in high-dimensional non-parametric regression

K. Bertin

Electronic Journal of Statistics, 2008

View PDFchevron_right

Multiresolution local polynomial regression: A new approach to pointwise spatial adaptation

Vladimir Katkovnik

Digital Signal Processing, 2005

View PDFchevron_right

Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation

Martin Hazelton

Scandinavian Journal of Statistics, 2005

View PDFchevron_right

Local generalized empirical estimation of regression

Jiancheng Jiang

Science in China Series A, 2004

View PDFchevron_right

Local Polynomial Regression Based on Functional Data

Karim Benhenni

View PDFchevron_right

Sparse regularized local regression

Diego Vidaurre

Computational Statistics & Data Analysis, 2013

View PDFchevron_right

Local likelihood method: a bridge over parametric and nonparametric regression

Byeong Park, Tae Kim

Journal of Nonparametric Statistics, 2003

View PDFchevron_right

Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimation

Pascal Massart

arXiv: Statistics Theory, 2019

View PDFchevron_right

Smoothed cross-validation

Byeong Park

Probability Theory and Related Fields, 1992

View PDFchevron_right

Local Bandwidths for Improving Performance Statistics of Model-Robust Regression 2

Efosa Edionwe

2015

View PDFchevron_right

Regression by local fitting

Eric Grosse

Journal of Econometrics, 1988

View PDFchevron_right

A local cross-validation algorithm for dependent data

Alejandro del Rio

Test, 1992

View PDFchevron_right

LOCALIZED MODEL SELECTION FOR REGRESSION

Yuhong Yang

Econometric Theory, 2008

View PDFchevron_right

Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression

Runze Li

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2010

View PDFchevron_right

GRID: A variable selection and structure discovery method for high dimensional nonparametric regression

Maria Lucia Parrella

The Annals of Statistics

View PDFchevron_right

Rodeo: Sparse, greedy nonparametric regression

Larry Wasserman

The Annals of Statistics, 2008

View PDFchevron_right

Handling the curse of dimensionality in multivariate kernel density estimation

Jordan Crabbe

2013

View PDFchevron_right

Local Gaussian Regression

Stefan Schaal

View PDFchevron_right

Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package

N. Hengartner

Journal of Statistical Software

View PDFchevron_right

Selection of Variables in Multivariate Regression Models for Large Dimensions

Muni Srivastava

Communications in Statistics - Theory and Methods, 2012

View PDFchevron_right

Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation

Martin Hazelton

Journal of Multivariate Analysis, 2005

View PDFchevron_right

On the use of cross-validation for local modeling in regression and time series prediction

Gianluca Bontempi

View PDFchevron_right

Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity

Rob Hyndman

2006

View PDFchevron_right

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

Maria Lucia Parrella

Journal of Multivariate Analysis, 2016

View PDFchevron_right

On a likelihood-based approach in nonparametric smoothing and cross-validation

Anup Dewanji, Probal Chaudhuri

Statistics & Probability Letters, 1995

View PDFchevron_right

Feature selection for high dimensional regression using local search and statistical criteria

gael even

2012

View PDFchevron_right

Variable Selection in Multivariate Linear Regression Models with Fewer Observations than the Dimension

Muni Srivastava

Japanese Journal of Applied Statistics, 2010

View PDFchevron_right

Local polynomial regression and simulation-extrapolation

David Ruppert

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004

View PDFchevron_right

Bandwidth selection for smooth backfitting in additive models

Byeong Park

The Annals of Statistics, 2005

View PDFchevron_right