Robust and efficient derivative estimation under correlated errors
From MaRDI portal
Cites work
- A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors
- A Permutation Test for the Regression Kink Design
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Autocovariance estimation in regression with a discontinuous signal and m-dependent errors: a difference-based approach
- Derivative estimation based on difference sequence via locally weighted least squares regression
- Derivative estimation with local polynomial fitting
- Estimating residual variance in nonparametric regression using least squares
- Explicit inverses of some tridiagonal matrices
- Heteroscedasticity-robust estimation of autocorrelation
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3864299 (Why is no real title available?)
- scientific article; zbMATH DE number 469330 (Why is no real title available?)
- Kernel regression for estimating regression function and its derivatives with unknown error correlations
- Local polynomial fitting with long-memory, short-memory and antipersistent errors
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
- Local polynomial regression with correlated errors in random design and unknown correlation structure
- Long-Term Memory in Stock Market Prices
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Nonparametric estimation of large covariance matrices of longitudinal data
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Nonparametric regression with correlated errors.
- On curve estimation by minimizing mean absolute deviation and its implications
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Robust estimation of derivatives using locally weighted least absolute deviation regression
- Smoothed nonparametric derivative estimation using weighted difference quotients
This page was built for publication: Robust and efficient derivative estimation under correlated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6548543)