Multiscale clustering of nonparametric regression curves

DOI10.1016/J.JECONOM.2020.01.020zbMath1456.62078arXiv1903.01459OpenAlexW3003592318MaRDI QIDQ2305994

Michael Vogt, Oliver B. Linton

Publication date: 20 March 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.01459

zbMATH Keywords

nonparametric regressionmultiple time seriesmultiscale statisticsclustering of nonparametric curves

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (7)

Dynamic factor copula models with estimated cluster assignments ⋮ Identifying latent group structures in spatial dynamic panels ⋮ Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso ⋮ A method for determining groups in nonparametric regression curves: application to prefrontal cortex neural activity analysis ⋮ Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure ⋮ Panel threshold regressions with latent group structures ⋮ Functional panel quantile regression models with group structured fixed effect functions

Uses Software

• SiZer

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
• Fitting time series models to nonstationary processes
• Multiscale inference for multivariate deconvolution
• Clustering functional data
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• Scale space view of curve estimation.
• Multiscale testing of qualitative hypotheses
• Multiscale scanning in inverse problems
• Functional data clustering: a survey
• A semiparametric model for heterogeneous panel data with fixed effects
• Multiscale adaptive inference on conditional moment inequalities
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Unsupervised Curve Clustering using B‐Splines
• Clustering for Sparsely Sampled Functional Data
• Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• SiZer for Exploration of Structures in Curves
• Testing for Parallelism Among Trends in Multiple Time Series
• Identifying Latent Structures in Panel Data
• Grouped Patterns of Heterogeneity in Panel Data
• Modeling Satellite Ozone Data
• Functional Clustering and Identifying Substructures of Longitudinal Data
• Classification of Non-Parametric Regression Functions in Longitudinal Data Models
• Nonparametric estimation of a periodic sequence in the presence of a smooth trend
• Designs for Regression Problems with Correlated Errors III

This page was built for publication: Multiscale clustering of nonparametric regression curves