Online monitoring with local smoothing methods and adaptive ridging

DOI10.1080/0094965031000104332zbMath1040.62024OpenAlexW2038187400MaRDI QIDQ4453889

Jochen Einbeck, Göran Kauermann

Publication date: 7 March 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://dro.dur.ac.uk/14516/1/14516.pdf

zbMATH Keywords

local linear smoothingbreakpoint detectiononline monitoringridging

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Online signal extraction by robust linear regression

Cites Work

• On-line change-point detection (for state space models) using multi-process Kalman filters
• Nonparametric quasi-likelihood
• Smoothing with Split Linear Fits
• Edge-Preserving Smoothers for Image Processing
• Penalized likelihood smoothing in robust state space models.
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