Robust kernel estimators for additive models with dependent observations
From MaRDI portal
Recommendations
- Kernel estimation for additive models under dependence
- Kernel estimators for additive models with dependent observations from random fields
- Kernel estimation of a partially linear additive model
- scientific article; zbMATH DE number 2015214
- Robust nonparametric kernel regression estimator
- Robust kernel-based regression
- Robust estimators for additive models using backfitting
Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 3497161 (Why is no real title available?)
- scientific article; zbMATH DE number 3631713 (Why is no real title available?)
- Additive nonparametric regression on principal components
- Additive regression and other nonparametric models
- Asymptotic distribution of robust estimators for nonparametric models from mixing processes
- Asymptotic distribution of smoothers based on local means and local medians under dependence
- Data-driven bandwidth choice for density estimation based on dependent data
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Kernel Regression Estimation Using Repeated Measurements Data
- Kernel estimation for additive models under dependence
- Mixing: Properties and examples
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
- Nonparametric curve estimation from time series
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
- Nonparametric function estimation for time series by local average estimators
- Nonparametric function estimation involving time series
- Nonparametric regression estimation under mixing conditions
- Nonparametric regression: An up–to–date bibliography
- On bandwidth choice for density estimation with dependent data
- Recurrent Markov chains
- Robust estimation for nonparametric generalized regression
- Robust nonparametric regression estimation for dependent observations
- Robust nonparametric regression in time series
- Robust plug-in bandwidth estimators in nonparametric regression
- SEMIPARAMETRIC TIME SERIES REGRESSION
- Some automated methods of smoothing time-dependent data
- Strong consistent density estimate from ergodic sample
- The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples
- The dimensionality reduction principle for generalized additive models
Cited in
(10)- Robust nonparametric estimation with missing data
- Kernel estimation for additive models under dependence
- An exponential-type kernel robust regression model for interval-valued variables
- Additive time series: The kernel integration method
- Kernel estimators for additive models with dependent observations from random fields
- Robust nonparametric regression: a review
- Average regression surface for dependent data
- Robust variable selection in high-dimensional nonparametric additive model
- Wavelet-based robust estimation and variable selection in nonparametric additive models
- Marginal integration \(M\)-estimators for additive models
This page was built for publication: Robust kernel estimators for additive models with dependent observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4223824)
