Smoothing spline ANOPOW

DOI10.1016/J.JSPI.2010.04.043MaRDI QIDQ993825zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

generalized linear modelreproducing kernel Hilbert spacetime seriesspectral densitypenalized least squaresanalysis of powerbootstrap simultaneous confidence intervals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 472941 (Why is no real title available?)
• scientific article; zbMATH DE number 1069589 (Why is no real title available?)
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• An Approach to Time Series Analysis
• An exponential model for the spectrum of a scalar time series
• Analysis of variance
• Automatic Smoothing of the Log Periodogram
• Gait analysis and the bootstrap
• Mathematical Considerations in the Estimation of Spectra
• On Detecting a Signal in N Stationarily Correlated Noise Series
• On Estimation of a Probability Density Function and Mode
• Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
• Spectral Analysis of Replicated Biomedical Time Series
• Theory of Reproducing Kernels

Cited in

(5)

• Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis
• Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series
• Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
• Biological applications of time series frequency domain clustering
• Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability

Describes a project that uses

Uses Software

• astsa

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