Spline estimation for nonparametric variance models under dependent observations

MaRDI QIDQ3054651zbMATH OpenFDO

Authors Xinqian Wu, Aifen Feng, Ping Tian

Publication date 5 November 2010

zbMATH Keywords

\(\alpha\)-mixinglarge sample propertiesspline estimationvariance function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07)

Recommendations

• Spline estimate of error variance in nonparametric regression models
• scientific article; zbMATH DE number 7403959
• Spline estimation for heteroscedastic nonparametric regression models under dependent errors
• Polynomial spline estimation for nonparametric (auto-)regressive models
• Spline confidence bands for variance functions in nonparametric time series regressive models

Cited in

(7)

• Spline estimation of conditional quantities for functional covariates
• Random distributional response model based on spline method
• Spline estimate of error variance in nonparametric regression models
• Spline Estimator in Multi-Response Nonparametric Regression Model with Unequal Correlation of Errors
• Polynomial spline estimation for nonparametric (auto-)regressive models
• scientific article; zbMATH DE number 7403959 (Why is no real title available?)
• Spline estimation for heteroscedastic nonparametric regression models under dependent errors

This page was built for publication: Spline estimation for nonparametric variance models under dependent observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3054651)