Kernel regression estimates of growth curves using nonstationary correlated errors

DOI10.1016/S0167-7152(96)00209-XzbMath0879.62035OpenAlexW2071673387MaRDI QIDQ1365178

Juan M. Rodríguez-Póo, Vicente Núñez-Antón, Eva Ferreira

Publication date: 28 August 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00209-x

zbMATH Keywords

longitudinal databandwidth selectionsemiparametric estimatorsnonstationary errors

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Non-parametric estimation of the average growth curve with a general non-stationary error process, The effect of the regularity of the error process on the performance of kernel regression estimators, Nonparametric estimation of the regression function from quantized observations, Nonparametric Estimation of Average Growth Curve with General Nonstationary Error Process, Parametric modelling of growth curve data: An overview. (With comments), The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations, Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors, Data-driven local polynomial for the trend and its derivatives in economic time series, Longitudinal data with nonstationary errors: A nonparametric three-stage approach

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