Kernel regression estimation with autocorrelated errors /

Kernel regression estimation with autocorrelated errors /

An approach to bandwidth selection for kernel regression is developed for the situation where errors are correlated according to a first-order autoregressive process. The parameters of the error process are estimated by a robust nonlinear regression on the periodogram of the differenced data. The es...

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Bibliographic Details
Main Authors: Hart, Jeffrey D. (Author), Wehrly, Thomas E., 1947- (Author)
Corporate Author: United States. Office of Naval Research (sponsoring body.)
Format: Book
Language:English
Published: College Station, Texas : Department of Statistics, Texas A & M University, [1990]
Series:Technical report (Texas A & M University. Department of Statistics) ; no. 110.
Subjects:
Kernel functions.
Regression analysis.
Autocorrelation (Statistics)
Autoregression (Statistics)
Nonparametric statistics.
Estimation theory.
Smoothing (Statistics)
Robust statistics.
Mathematical statistics.
Statistics > Nonparametric inference > Nonparametric regression.
Smoothing parameter selection
Cross-validation
Dependent errors
Robust regression
Periodogram

Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)

Holdings details from Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)
Call Number: QA276.A12 T4 no.110
 
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QA276.A12 T4 no.110 Available