On regression model selection for the data with correlated errors

DOI10.1007/S10463-007-0145-1zbMATH Open1332.62142OpenAlexW2008666118MaRDI QIDQ730754FDOQ730754

Authors: Wen Hsiang Wei 

Publication date: 30 September 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-007-0145-1

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zbMATH Keywords

model selectionnonparametric regressionpenalized likelihoodgeneralized cross-validationsmoothing splines

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

Cites Work

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• Smoothing Spline Models with Correlated Random Errors
• An optimal selection of regression variables
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• The smoothing parameter, confidence interval and robustness for smoothing splines

Cited In (6)

• Regression with strongly correlated data
• Title not available (Why is that?)
• Regression models with correlated errors based on functional random design
• Order selection in ARMA models using the focused information criterion
• Model selection for regression with heteroskedastic and autocorrelated errors
• Criteria for selecting the structure of a regression model with non-Gaussian and dependent errors

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