Detecting Dependencies in Smooth Regression Models

DOI10.2307/2336305MaRDI QIDQ3809034zbMATH OpenOpenAlexWikidataFDO

Authors Ulrich Stadtmüller, Hans-Georg Müller

Publication date 1988

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2336305

zbMATH Keywords

asymptotic chi-square testasymptotic normalityconsistent estimatorcorrelation estimationdependent errorsfinite sample behaviourgeneralized difference schemesm-dependent random variablesnonparametric regressionnull hypotheses of uncorrelatednessresidual analysisserial correlationsimulationstationary second moments

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cited in

(22)

• Testing linear regression models using non-parametric regression estimators when errors are non-independent
• An elementary estimator of the partial linear model
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
• New difference-based estimator of parameters in semiparametric regression models
• Efficient estimation for semi-varying coefficient model with an invertible linear process error
• Goodness-of-fit tests for multiplicative models with dependent data
• Bootstrap test of goodness of fit to a linear model when errors are correlated
• scientific article; zbMATH DE number 4203483 (Why is no real title available?)
• A Simple Estimator of Error Correlation in Non-parametric Regression Models
• Some automated methods of smoothing time-dependent data
• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
• Testing in partial linear regression models with dependent errors
• Inference on variance components of autocorrelated sequences in the presence of drift
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
• Nonparametric testing for correlation models with dependent data
• Effective identification and estimation for the semiparametric measurement error model
• Testing discontinuities in nonparametric regression
• Autocovariance estimation in regression with a discontinuous signal and m-dependent errors: a difference-based approach
• Realized drift
• Autocovariance function estimation via difference schemes for a semiparametric change point model with m-dependent errors
• Asymptotic properties of local polynomial regression with missing data and correlated errors
• Nonparametric curve estimation with time series errors

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