Smoothing spline ANOPOW
DOI10.1016/j.jspi.2010.04.043zbMath1404.62092MaRDI QIDQ993825
David S. Stoffer, Sangdae Han, Li Qin, Wensheng Guo
Publication date: 20 September 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.043
time series; spectral density; reproducing kernel Hilbert space; generalized linear model; penalized least squares; analysis of power; bootstrap simultaneous confidence intervals
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J07: Ridge regression; shrinkage estimators (Lasso)
62M15: Inference from stochastic processes and spectral analysis
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Gait analysis and the bootstrap
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- Analysis of variance
- Mathematical Considerations in the Estimation of Spectra
- An Approach to Time Series Analysis
- Automatic Smoothing of the Log Periodogram
- Spectral Analysis of Replicated Biomedical Time Series
- Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
- On Detecting a Signal in N Stationarily Correlated Noise Series
- An exponential model for the spectrum of a scalar time series
- On Estimation of a Probability Density Function and Mode
- Theory of Reproducing Kernels