Maximum penalized likelihood estimation. Volume II: Regression

DOI10.1007/B12285MaRDI QIDQ1012708zbMATH OpenOpenAlexFDO

Authors Paul P. B. Eggermont, Vincent N. La Riccia

Publication date 22 April 2009

Published in Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/b12285

zbMATH Keywords

Kalman filtersmoothing parameter selectionkernel estimatorsequivalent kernelconfidence bandssmoothing splinessieveslocal polynomial estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and prediction (62M20) Numerical computation using splines (65D07) Applications of functional analysis in probability theory and statistics (46N30) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(29)

• Computational Limits of A Distributed Algorithm For Smoothing Spline
• Robust and adaptive functional logistic regression
• \(M\)-type penalized splines with auxiliary scale estimation
• Ill-posed problems: operator methodologies of resolution and regularization
• Penalized maximum likelihood estimation of a stochastic multivariate regression model
• Nonparametric operator-regularized covariance function estimation for functional data
• Variational multiscale nonparametric regression: smooth functions
• Minimax nonparametric estimation on maxisets
• Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
• Kernel density estimation for dynamical systems
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
• Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
• Uniform in bandwidth consistency of nonparametric regression based on copula representation
• Nonparametric recursive method for kernel-type function estimators for spatial data
• Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
• On the asymptotics of penalized spline smoothing
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• Operator-theoretic and regularization approaches to ill-posed problems
• Robust penalized estimators for functional linear regression
• Prediction of dynamical time series using kernel based regression and smooth splines
• Asymptotics for M-type smoothing splines with non-smooth objective functions
• Nonparametric distributed learning under general designs
• Large Sample Properties of Partitioning-Based Series Estimators
• Robust and efficient estimation of nonparametric generalized linear models
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Gradual variance change point detection with a smoothly changing mean trend
• Uniform convergence of penalized splines
• Robust optimal estimation of location from discretely sampled functional data

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