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

DOI10.1093/BIOMET/ASY025MaRDI QIDQ4561019zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
• Local polynomial \(M\)-estimation in random design regression with dependent errors
• Asymptotic properties of local polynomial regression with missing data and correlated errors
• Local polynomial estimation in partial linear regression models under dependence
• Local polynomial estimation of regression operators from functional data with correlated errors
• Local polynomial estimator of the regression function in autoregression models with errors in variables
• Biais de l'estimation par polynômes locaux de la fonction de régression d'une suite dépendante
• Corrected local polynomial estimation in varying-coefficient models with measurement errors

Cited in

(8)

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

This page was built for publication: Local polynomial regression with correlated errors in random design and unknown correlation structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4561019)