Using randomization to improve the performance of regression estimators under dependence

MaRDI QIDQ3539598zbMATH OpenFDO

Authors Artur Bryk, Jan Mielniczuk

Publication date 19 November 2008

zbMATH Keywords

randomizationmoving average processuniform convergence rateregression function estimatorlong-range dependent errorssmoothing dichotomyfixed-design regression modelrandom-design regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Randomized Fixed Design Regression under Long-Range-Dependent Errors
• Using randomization to improve performance of a variance estimator of strongly dependent errors
• Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average
• Random-design regression under long-range dependent errors
• Nonparametric regression with dependent errors

Cited in

(7)

• Precise Regression Benchmarking with Random Effects: Improving Mono Benchmark Results
• Performing Legitimate Parametric Regression Analysis without Knowing the True Underlying Random Mechanisms
• Randomized Fixed Design Regression under Long-Range-Dependent Errors
• Using randomization to improve performance of a variance estimator of strongly dependent errors
• Contrasts under long-range correlations
• scientific article; zbMATH DE number 1532018 (Why is no real title available?)
• Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average

This page was built for publication: Using randomization to improve the performance of regression estimators under dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3539598)