Kernel estimators for additive models with dependent observations from random fields

DOI10.1080/03610926.2011.579373MaRDI QIDQ4921637zbMATH OpenOpenAlexFDO

Authors Jiexiang Li

Publication date 13 May 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.579373

zbMATH Keywords

additive modelasymptotic normalityNadaraya-Watson estimatorrandom field

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Kernel estimation for additive models under dependence
• Robust kernel estimators for additive models with dependent observations
• Adaptive estimation of an additive regression function from weakly dependent data
• Regression function estimation from dependent observations
• Nonparametric regression estimation for random fields in a fixed-design

Cites work

• Additive regression and other nonparametric models
• Kernel density estimation on random fields
• Kernel estimation for additive models under dependence
• Local linear spatial regression
• Residual variance and residual pattern in nonlinear regression
• Robust kernel estimators for additive models with dependent observations

Cited in

(4)

• Additive time series: The kernel integration method
• Robust kernel estimators for additive models with dependent observations
• Average regression surface for dependent data
• Kernel estimation for additive models under dependence

This page was built for publication: Kernel estimators for additive models with dependent observations from random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4921637)