Dependent error regression smoothing: A new method and PC program

DOI10.1016/0167-9473(94)90024-8MaRDI QIDQ1361522zbMATH OpenOpenAlexFDO

Authors Michael G. Schimek, Klaus G. Schmaranz

Publication date 25 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)90024-8

zbMATH Keywords

autoregressivebandlimited matrixC++cross-validationcubic smoothing splinesdependent errorshat matrixmemory managementmoving averagenon-parametric regressionresidualsserial correlationtime seriesvariance estimation

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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Cites work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
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• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression
• Noise estimation in signal restoration using regularization
• Nonparametric estimation of residual variance revisited
• Nonparametric spline regression with autoregressive moving average errors
• ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
• ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
• Residual variance and residual pattern in nonlinear regression
• Serial correlation in spline smoothing: A simulation study
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• The hat matrix for smoothing splines

Cited in

(1)

• Estimation and inference in partially linear models with smoothing splines

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