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Leonie Selk (Universität Hamburg)
Leonie Selk (Universität Hamburg)
Variable selection in nonparametric regression with functional covariates We consider a nonparametric regression model with multiple functional covariates, allowing for additional covariates of other types (categorical, continuous). The estimation method is based on an extension of the Nadaraya-Watson estimator, where a kernel function is applied to a linear combination of distance measures, each computed on […]