Nonparametric decomposition of time series data with inputs

DOI10.1080/03610918.2011.615970MaRDI QIDQ3168381zbMATH OpenOpenAlexFDO

Authors Edward Santos, Erniel B. Barrios

Publication date 30 October 2012

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.615970

zbMATH Keywords

additive modelsbackfittingmulticollinearitynonparametric regressionordinary least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A new stochastic mixed ridge estimator in linear regression model
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Additive models in censored regression
• Additive Nonparametric Regression With Autocorrelated Errors
• An estimation procedure for a spatial-temporal model
• Asymptotic properties of backfitting estimators
• Backfitting in smoothing spline ANOVA
• Bayesian backfitting. (With comments and a rejoinder).
• Decomposition of a state-space model with inputs
• Factor analysis regression
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Multiobjective regression modification for collinearity
• Two-parameter ridge regression and its convergence to the eventual pairwise model

Cited in

(4)

• Unique decomposition of low-order time series
• Nonparametric hypothesis testing in clustered survival model
• Estimation of semiparametric mixed analysis of covariance model
• Robust estimation of a multilevel model with structural change

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