Optimal smoothing with correlated data

zbMATH Open1193.62066MaRDI QIDQ987763FDOQ987763

Authors: Chun Han, Chong Gu 

Publication date: 13 August 2010

Published in: Sankhyā. Series A (Search for Journal in Brave)

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (8)

• Influence on smoothness in penalized likelihood regression for binary data
• Penalized maximum likelihood estimation of a stochastic multivariate regression model
• Optimal smoothing in nonparametric mixed-effect models
• Robust GCV choice of the regularization parameter for correlated data
• On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
• \(M\)-type smoothing spline ANOVA for correlated data
• Asymptotic optimality and efficient computation of the leave-subject-out cross-validation
• A Note on Penalized Spline Smoothing With Correlated Errors

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