Smoothing spline ANOPOW

DOI10.1016/j.jspi.2010.04.043zbMath1404.62092OpenAlexW2138085925MaRDI QIDQ993825

David S. Stoffer, Sangdae Han, Li Qin, Wensheng Guo

Publication date: 20 September 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.043

zbMATH Keywords

time seriesspectral densityreproducing kernel Hilbert spacegeneralized linear modelpenalized least squaresanalysis of powerbootstrap simultaneous confidence intervals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and spectral analysis (62M15)

Related Items

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Uses Software

• astsa

Cites Work

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