Maximum penalized likelihood estimation. Volume II: Regression

DOI10.1007/B12285zbMath1184.62063OpenAlexW2481044684MaRDI QIDQ1012708

Paul P. B. Eggermont, Vincent N. La Riccia

Publication date: 22 April 2009

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b12285

zbMATH Keywords

kernel estimatorssmoothing splinesKalman filtersieveslocal polynomial estimatorsconfidence bandsequivalent kernelsmoothing parameter selection

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Asymptotic properties of nonparametric inference (62G20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of functional analysis in probability theory and statistics (46N30)

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