LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS

DOI10.1081/STA-100104745zbMath1008.62578OpenAlexW2000175948MaRDI QIDQ4540657

Juan M. Vilar Fernández, Mario Francisco 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

Mathematics Subject Classification ID

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

Related Items (14)

Local polynomial regression smoothers with AR-error structure. ⋮ Plug-in bandwidth selector for local polynomial regression estimator with correlated errors ⋮ Nonparametric estimation of a smooth trend in the presence of a periodic sequence ⋮ Two tests for heterocedasticity in nonparametric regression ⋮ Local polynomial estimation of regression operators from functional data with correlated errors ⋮ Nonparametric two-stage plug-in adaptive smoothing for thermal analysis data ⋮ Bandwidth selection for the local polynomial estimator under dependence: a simulation study ⋮ Nonparametric regression estimation with general parametric error covariance ⋮ On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions ⋮ Classifying time series data: a nonparametric approach ⋮ Asymptotic properties of local polynomial regression with missing data and correlated errors ⋮ Data-driven local polynomial for the trend and its derivatives in economic time series ⋮ Local polynomial estimation in partial linear regression models under dependence ⋮ Nonparametric estimation of the conditional variance function with correlated errors

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