Constrained spline regression in the presence of AR(p) errors

DOI10.1080/10485252.2013.804075MaRDI QIDQ2863052zbMATHOpenAlexFDO

Authors Mary C. Meyer, Jean D. Opsomer, Huan Wang

Publication date 21 November 2013

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2013.804075

zbMATH Keywords

AR(\(p\))shape-restricted inferencecorrelation-adjusted AICpenalised spline

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Constrained penalized splines
• ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
• Smoothing Splines and Shape Restrictions
• Spline estimation of functional coefficient regression models for time series with correlated errors
• Nonparametric spline regression with autoregressive moving average errors

Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• A simple new algorithm for quadratic programming with applications in statistics
• An iterated cochrane-orcutt procedure for nonparametric regression
• Asymptotic properties of penalized spline estimators
• Constrained penalized splines
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Inference using shape-restricted regression splines
• Isotonic smoothing splines under sequential designs
• Maximum Likelihood Estimates of Monotone Parameters
• Nonparametric kernel regression subject to monotonicity constraints
• Nonparametric regression with correlated errors.
• ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
• On the asymptotics of penalized splines
• Optimal global rates of convergence for nonparametric regression
• Projection estimation in multiple regression with application to functional ANOVA models
• Semiparametric Regression
• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors
• Theory for penalised spline regression
• Time series: Theory and methods
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
• Using bimodal kernel for inference in nonparametric regression with correlated errors

Cited in

(4)

• On the calculations of the maximum likelihood estimates for the polynomial spline regression model with unknown knots and AR(1) errors
• Change-point estimation using shape-restricted regression splines
• Unbiased Partial Spline Fitting under Autoregressive Errors
• Semiparametric Models for Accelerated Destructive Degradation Test Data Analysis

This page was built for publication: Constrained spline regression in the presence of AR(\(p\)) errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2863052)