Nonparametric detection of correlated errors

DOI10.1093/BIOMET/91.2.491MaRDI QIDQ3367611zbMATH OpenOpenAlexFDO

Authors Tae Yoon Kim, Donghoh Kim, Byeong U. Park, Douglas G. Simpson

Publication date 24 January 2006

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/91.2.491

zbMATH Keywords

BootstrapCorrelated errorsKernel regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09)

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(7)

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• Estimating error correlation in nonparametric regression
• Nonparametric regression with correlated errors.
• A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors
• Central limit theorems for nonparametric estimators with real-time random variables
• A Simple Estimator of Error Correlation in Non-parametric Regression Models
• Bandwidth selection methods for non parametric regression with spatially correlated data

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