  In this article, we study the problem of variable screening in multiple
nonparametric regression model. The proposed methodology is based on the fact
that the partial derivative of the regression function with respect to the
irrelevant variable should be negligible. The Statistical property of the
proposed methodology is investigated under both cases : (i) when the variance
of the error term is known, and (ii) when the variance of the error term is
unknown. Moreover, we establish the practicality of our proposed methodology
for various simulated and real data related to interdisciplinary sciences such
as Economics, Finance and other sciences.
