Sparse regularized local regression

The intention is to provide a Bayesian formulation of regularized local linear regression, combined with techniques for optimal bandwidth selection. This approach arises from the idea that only those covariates that are found to be relevant for the regression function should be considered by the ker...

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Detalhes bibliográficos
Main Authors: Vidaurre, D, Bielza, C, Larranãga, P
Formato: Journal article
Idioma:English
Publicado em: 2013
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