Dependent error regression smoothing: A new method and PC program
DOI10.1016/0167-9473(94)90024-8zbMATH Open0937.62622OpenAlexW2019848811MaRDI QIDQ1361522FDOQ1361522
Authors: Michael G. Schimek, Klaus G. Schmaranz
Publication date: 25 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(94)90024-8
Recommendations
residualsserial correlationtime seriesvariance estimationcross-validationautoregressivemoving averageC++memory managementnon-parametric regressionhat matrixcubic smoothing splinesdependent errorsbandlimited matrix
Cites Work
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Nonparametric estimation of residual variance revisited
- Title not available (Why is that?)
- Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression
- Title not available (Why is that?)
- Residual variance and residual pattern in nonlinear regression
- The hat matrix for smoothing splines
- Title not available (Why is that?)
- Title not available (Why is that?)
- ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
- Nonparametric spline regression with autoregressive moving average errors
- Serial correlation in spline smoothing: A simulation study
- ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
- Noise estimation in signal restoration using regularization
Cited In (1)
This page was built for publication: Dependent error regression smoothing: A new method and PC program
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361522)