Some estimators of covariance matrix in multivariate nonparametric regression and their applications (Q750046)
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scientific article; zbMATH DE number 4174144
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| English | Some estimators of covariance matrix in multivariate nonparametric regression and their applications |
scientific article; zbMATH DE number 4174144 |
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Some estimators of covariance matrix in multivariate nonparametric regression and their applications (English)
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1990
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The paper deals with multivariate nonparametric regression in the case that no or very few replicated observations are available. The regression function is assumed to be sufficiently smooth and a certain clustering idea is exploited to find cases that are almost replicates and can be used for constructing some locally weighted estimators for the covariance matrix of the model's error vector. Finite and asymptotic properties of the estimators are studied.
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multivariate nonparametric regression
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clustering
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locally weighted estimators
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covariance matrix
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error vector
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0.8049461245536804
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0.799629271030426
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0.7929531931877136
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