Kernel estimation for additive models under dependence

DOI10.1016/0304-4149(93)90096-MMaRDI QIDQ689169zbMATH OpenFDO

Authors Jangsun Baek, Thomas E. Wehrly

Publication date 1993

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

predictionadditive modelsnonparametric regressiontime seriesdependent datamean squared errorstrictly stationary processstrong mixing conditionasymptotically normaladditive kernel estimatorconditional mean functionsum of Nadaraya-Watson estimatorsunivariate optimal rate of convergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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• Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions

Cited in

(11)

• scientific article; zbMATH DE number 2202007 (Why is no real title available?)
• Marginal integration \(M\)-estimators for additive models
• Additive time series: The kernel integration method
• Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence
• Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence
• Testing additivity by kernel-based methods -- what is a reasonable test?
• Average regression surface for dependent data
• Some automated methods of smoothing time-dependent data
• Robust kernel estimators for additive models with dependent observations
• Wavelet-based robust estimation and variable selection in nonparametric additive models
• Kernel estimators for additive models with dependent observations from random fields

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