Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors

DOI10.1007/BF02777223zbMATH Open1050.62040MaRDI QIDQ1880285FDOQ1880285

Authors: Germán Aneiros 

Publication date: 22 September 2004

Published in: Statistical Papers (Search for Journal in Brave)

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zbMATH Keywords

kernel smoothingbandwidth selectionmixingsemiparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Cites Work

• Time series: theory and methods.
• Title not available (Why is that?)
• Mixing: Properties and examples
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• Title not available (Why is that?)
• Title not available (Why is that?)
• Root-N-Consistent Semiparametric Regression
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• Choice of bandwidth for kernel regression when residuals are correlated
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• Nonparametric curve estimation from time series
• Second Order Approximation in the Partially Linear Regression Model
• Convergence rates for partially splined models
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• Moment bounds for non-stationary dependent sequences
• Fixed design regression for time series: Asymptotic normality
• Title not available (Why is that?)
• A plug-in technique in nonparametric regression with dependence
• Asymptotic theory for partly linear models
• Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
• MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
• Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
• On bandwidth selection in partial linear regression models under dependence

Cited In (5)

• Title not available (Why is that?)
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
• SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP
• On bandwidth selection in partial linear regression models under dependence

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