Bandwidth selection for kernel regression with correlated errors

DOI10.1080/02331880903138452MaRDI QIDQ5402473zbMATH OpenOpenAlexFDO

Authors Young Kyung Lee, Enno Mammen, Byeong U. Park

Publication date 14 March 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880903138452

zbMATH Keywords

nonparametric regressionbandwidth selectionpenalized least squarescorrelated errorsMallows' \(C_L\)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• A Simple Estimator of Error Correlation in Non-parametric Regression Models
• Bandwidth selection for kernel estimate with correlated noise
• Choice of bandwidth for kernel regression when residuals are correlated
• Comparison of two bandwidth selectors with dependent errors
• Local likelihood density estimation on random fields
• Mixing: Properties and examples
• Nonparametric regression with correlated errors.
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors

Cited in

(13)

• Threshold selection in univariate extreme value analysis
• Bandwidth selection for kernel estimate with correlated noise
• Bandwidth selection methods for non parametric regression with spatially correlated data
• Ratio tests for variance change in nonparametric regression
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
• Choice of bandwidth for kernel regression when residuals are correlated
• An autocorrelation criterion for bandwidth selection in nonparametric regression^∗
• On estimation of nonparametric regression models with autoregressive and moving average errors
• The negative correlations between data-determined bandwidths and the optimal bandwidth
• Bandwidth selection in nonparametric regression with general errors
• Using bimodal kernel for inference in nonparametric regression with correlated errors
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
• Kernel regression in the presence of correlated errors

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