Additive models with autoregressive symmetric errors based on penalized regression splines

DOI10.1007/S00180-021-01106-2zbMath1505.62303OpenAlexW3159757662MaRDI QIDQ2135912

Gilberto A. Paula, Rodrigo A. Oliveira

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01106-2

zbMATH Keywords

cubic splinesmodel checkingrobust estimationpenalized likelihoodStudent-\(t\) modelsdaily temperaturecyclic splines

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Diagnostics, and linear inference and regression (62J20)

Related Items (2)

Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases ⋮ Automatic search intervals for the smoothing parameter in penalized splines

Uses Software

• R
• LBFGS-B
• gamair

Cites Work

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