Nonparametric estimation of a regression function with dependent observations
From MaRDI portal
Recommendations
Cites work
- Asymptotic properties of nonparametric curve estimates
- Asymptotic properties of the periodogram of a discrete stationary process
- Bandwidth choice for nonparametric regression
- Bandwidth selection for kernel estimate with correlated noise
- Comparison of two bandwidth selectors with dependent errors
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- scientific article; zbMATH DE number 46694 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 469330 (Why is no real title available?)
- scientific article; zbMATH DE number 3415224 (Why is no real title available?)
- Kernel Regression Estimation Using Repeated Measurements Data
- Nonparametric curve estimation with time series errors
- Nonparametric estimation of a regression function
- Nonparametric Estimation of a Regression Function: Limiting Distribution2
- Nonparametric regression analysis of longitudinal data
- Nonparametric regression with long-range dependence
- On the asymptotic distributions of bandwidth estimates
- Smoothing techniques. With implementation in S
- Time series: theory and methods
- Two central limit problems for dependent random variables
Cited in
(21)- Nonparametric estimation of a linear functional of the regression function for a given observation design
- Asymptotic normality of nonparametric estimators under -mixing condition
- Bandwidth selection in nonparametric regression with general errors
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
- Universal weighted kernel-type estimators for some class of regression models
- Nonparametric estimation of regression functions with both categorical and continuous data
- Non-parametric sequential estimation of a regression function based on dependent observations
- Non-parametric estimation under strong dependence
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
- scientific article; zbMATH DE number 169442 (Why is no real title available?)
- Some automated methods of smoothing time-dependent data
- Bandwidth selection for kernel regression with long-range dependent errors
- Binned modified cross–validation with dependent errors
- scientific article; zbMATH DE number 863576 (Why is no real title available?)
- The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors
- Insensitivity of Nadaraya–Watson estimators to design correlation
- On sufficient conditions for the consistency of local linear kernel estimators
- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation
This page was built for publication: Nonparametric estimation of a regression function with dependent observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1318337)
