LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS

DOI10.1081/STA-100104745zbMATH Open1008.62578OpenAlexW2000175948MaRDI QIDQ4540657FDOQ4540657

Authors: Mario Francisco-Fernández, Juan Manuel Vilar-Fernández 

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-100104745

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)

Cites Work

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• Variable bandwidth and local linear regression smoothers
• Multivariate locally weighted least squares regression
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Comparison of two bandwidth selectors with dependent errors
• Local polynomial estimators of the volatility function in nonparametric autoregression
• Some Limit Theorems for Random Functions. I
• Nonparametric vector autoregression
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• Fixed-design regression for linear time series
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• Multivariate regression estimation: Local polynomial fitting for time series
• A plug-in technique in nonparametric regression with dependence
• Nonparametric regression analysis of longitudinal data
• Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
• Recursive local polynomial regression under dependence conditions
• Detecting Dependencies in Smooth Regression Models
• Recursive estimation of regression functions by local polynomial fitting

Cited In (31)

• Two tests for heterocedasticity in nonparametric regression
• Improved local polynomial estimation in time series regression
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
• Local polynomial regression analysis of clustered data
• Local polynomial estimation in partial linear regression models under dependence
• Local polynomial estimation of regression operators from functional data with correlated errors
• More efficient local polynomial regression with random-effects panel data models
• Classifying time series data: a nonparametric approach
• Nonparametric two-stage plug-in adaptive smoothing for thermal analysis data
• Asymptotic properties of local polynomial regression with missing data and correlated errors
• Title not available (Why is that?)
• Local polynomial fitting with long-memory, short-memory and antipersistent errors
• Dynamic Autoregressive Liquidity (DArLiQ)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study
• Data-driven local polynomial for the trend and its derivatives in economic time series
• Biais de l'estimation par polynômes locaux de la fonction de régression d'une suite dépendante
• Local polynomial fitting under association
• Local polynomial estimator of the regression function in autoregression models with errors in variables
• Local polynomial regression with correlated errors in random design and unknown correlation structure
• Infinite order cross-validated local polynomial regression
• Nonparametric estimation of a smooth trend in the presence of a periodic sequence
• An alternative local polynomial estimator for the error-in-variables problem
• Local polynomial regression smoothers with AR-error structure.
• Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA
• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
• Robust and efficient derivative estimation under correlated errors
• Local Polynomial Regression and Simulation–Extrapolation
• Nonparametric regression estimation with general parametric error covariance
• Nonparametric estimation of the conditional variance function with correlated errors
• More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors

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