The Annals of Statistics, Vol. 29, No. 5 (Oct., 2001), pp. 1469-1507 (39 pages) This paper proposes a test for selecting explanatory variables in nonparametric regression. The test does not need to ...

Let E, F be two Polish spaces and [Xn,Yn], [X, Y] random variables with values in E × F (not necessarily defined on the same probability space). We show some conditions which are sufficient in order ...

Abstract: The Conditional Expectation Function (CEF) is an optimal estimator in real space. Artificial Neural Networks (ANN), as the current state-of-the-art method, lack interpretability. Estimating ...