Regression function estimation from dependent observations

DOI10.1016/0047-259X(91)90061-6zbMath0717.62034MaRDI QIDQ2638688

Prabir Burman

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceB-splineskernel estimatornonparametric regressionmixing conditionsspline estimatornonrandom design matrixregression function with dependent errors

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

Related Items (14)

On Fixed Design Regression for General Linear Processes ⋮ Wavelet-based estimation of regression function for dependent biased data under a given random design ⋮ Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors ⋮ Strong consistency of regression function estimator with martingale difference errors ⋮ Absolute penalty and shrinkage estimation in partially linear models ⋮ Local linear estimation for spatial random processes with stochastic trend and stationary noise ⋮ Réduction de la variance dans les sondages en présence d'information auxiliarie: Une approache non paramétrique par splines de régression ⋮ Fixed-design regression for linear time series ⋮ Non-negative density estimation via wavelet block thresholding for biased data ⋮ Estimation of trend in state-space models: asymptotic mean square error and rate of convergence ⋮ Nonparametric estimation of smoothed principal components analysis of sampled noisy functions ⋮ On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing ⋮ Inference on volatility curve at high frequencies via functional data analysis ⋮ B-Spline Estimation in a Survey Sampling Framework

Cites Work

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• Invariance principles for dependent variables

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