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...
| Hauptverfasser: | , , |
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| Format: | Journal article |
| Sprache: | English |
| Veröffentlicht: |
2013
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