Martin Wahl

most citedVariable selection in high-dimensional additive models based on norms of projections

4 citations · 6 across the 2 of their papers we have counts for

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math.ST2014★ 4 cited

Variable selection in high-dimensional additive models based on norms of projections

Martin Wahl

We consider the problem of variable selection in high-dimensional sparse additive models. We focus on the case that the components belong to nonparametric classes of functions. The…

math.ST2014★ 2 cited

A theory of nonparametric regression in the presence of complex nuisance components

Martin Wahl

In this paper, we consider the nonparametric random regression model $Y = f_{1} (X_{1}) + f_{2} (X_{2}) + ε$ and address the problem of estimating the function $f_{1}$ . The term $f_{2} (X_{2})$ is regard…