Nonparametric Regression with Correlated Errors
dc.contributor.author | Opsomer, Jean | |
dc.contributor.author | Wang, Yuedong | |
dc.contributor.author | Yang, Yuhong | |
dc.contributor.department | Statistics | |
dc.date | 2018-02-16T21:33:37.000 | |
dc.date.accessioned | 2020-07-02T06:55:50Z | |
dc.date.available | 2020-07-02T06:55:50Z | |
dc.date.issued | 2000-05-01 | |
dc.description.abstract | <p>Nonparametric regression techniques are often sensitive to the presence of correlation in the errors. The practical consequences of this sensitivityare explained, including the breakdown of several popular data-driven smoothing parameter selection methods. We review the existing literature in kernel regression, smoothing splines and wavelet regression under correlation, both for short-range and long-range dependence. Extensions to random design, higher dimensional models and adaptive estimation are discussed.</p> | |
dc.description.comments | <p>This preprint was published as Jean Opsomer, Yuedong Wang and Yuhong Yang, "Nonparametric Regression with Correlated Errors", <em>Statistical Science</em> (2001), 134-153, doi: <a href="http://dx.doi.org/10.1214/ss/1009213287" target="_blank">10.1214/ss/1009213287</a>.</p> | |
dc.identifier | archive/lib.dr.iastate.edu/stat_las_preprints/108/ | |
dc.identifier.articleid | 1097 | |
dc.identifier.contextkey | 7443720 | |
dc.identifier.s3bucket | isulib-bepress-aws-west | |
dc.identifier.submissionpath | stat_las_preprints/108 | |
dc.identifier.uri | https://dr.lib.iastate.edu/handle/20.500.12876/90266 | |
dc.language.iso | en | |
dc.source.bitstream | archive/lib.dr.iastate.edu/stat_las_preprints/108/1999_OpsomerJ_NonparametricRegressionCorrelated.pdf|||Fri Jan 14 18:28:18 UTC 2022 | |
dc.subject.disciplines | Statistics and Probability | |
dc.subject.keywords | kernel regression | |
dc.subject.keywords | splines | |
dc.subject.keywords | wavelet regression | |
dc.subject.keywords | adaptive estimation | |
dc.subject.keywords | smoothing parameter selection | |
dc.title | Nonparametric Regression with Correlated Errors | |
dc.type | article | |
dc.type.genre | article | |
dspace.entity.type | Publication | |
relation.isOrgUnitOfPublication | 264904d9-9e66-4169-8e11-034e537ddbca |
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