Local polynomial regression with correlated errors in random design and unknown correlation structure

DOI10.1093/BIOMET/ASY025zbMATH Open1499.62128OpenAlexW2804076394MaRDI QIDQ4561019FDOQ4561019

Authors:

Publication date: 10 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/620174

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zbMATH Keywords

autocorrelationlocal polynomial regressioncorrelated errorscrossvalidation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (8)

• Data depth for measurable noisy random functions
• Asymptotic theory for regression models with fractional local to unity root errors
• Adaptive local polynomial estimations for heterogeneously variational regression functions
• Smoothed nonparametric derivative estimation using weighted difference quotients
• The Temporal Overfitting Problem with Applications in Wind Power Curve Modeling
• Smoothed nonparametric derivative estimation based on weighted difference sequences
• Kernel regression for estimating regression function and its derivatives with unknown error correlations
• Robust and efficient derivative estimation under correlated errors

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