Model selection in nonparametric regression
نویسندگان
چکیده
منابع مشابه
Model Selection for Nonparametric Regression
Risk bounds are derived for regression estimation based on model selection over an unrestricted number of models. While a large list of models provides more flexibility, significant selection bias may occur with model selection criteria like AIC. We incorporate a model complexity penalty term in AIC to handle selection bias. Resulting estimators are shown to achieve a trade-off among approximat...
متن کاملModel selection in nonparametric hazard regression
The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date. The accuracy of any instructions, formulae and drug doses should be independently verified with primary sources. The publisher shall not be liable for any loss, actions, claims, proceedings, demand or costs or damages whatsoever or howsoever caused...
متن کاملNonparametric Model Selection in Hazard Regression
We propose a novel model selection method for a nonparametric extension of the Cox proportional hazard model, in the framework of smoothing splines ANOVA models. The method automates the model building and model selection process simultaneously by imposing a penalty on the norms instead of squared norms. It is a natural extension of the LASSO to the situation where component selection is of int...
متن کاملTitle Model Checking and Variable Selection in Nonparametric Regression
February 19, 2015 Type Package Title Model Checking and Variable Selection in Nonparametric Regression Version 1.0 Date 2012-08-03 Author Adriano Zanin Zambom Maintainer Adriano Zanin Zambom Depends R (>= 2.15.0), dr, MASS, graphics Description This package provides tests of significance for covariates (or groups of covariates) in a fully nonparametric regression mode...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2003
ISSN: 0090-5364
DOI: 10.1214/aos/1046294464