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A bias-reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000

Persistent link: https://www.econbiz.de/10001512674

Improved nonparametric confidence intervals in time series regressions

Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001697178

Nonparametric spline regression with autoregressive moving average errors

Kohn, Robert; Ansley, Craig F.; Wong, Chi-ming - 1991

Persistent link: https://www.econbiz.de/10000849734

More efficient local polynomial estimation in nonparametric regression with autocorrelated errors

Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J.; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 980-992

Persistent link: https://www.econbiz.de/10001975429

Nonparametric and semiparametric models for missing covariates in parametric regression

Chen, Hua Yun - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1176-1189

Persistent link: https://www.econbiz.de/10002507624

Semiparametric regression analysis of longitudinal data with informative observation times

Sun, Jianguo; Park, Do-hwan; Sun, Liuquan; Zhao, Xingqiu - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 882-889

Persistent link: https://www.econbiz.de/10003107760

Simultaneous Confidence Bands for Penalized Spline Estimators

Krivobokova, Tatyana; Claeskens, Gerda; Kneib, T. - 2010

In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...

Persistent link: https://www.econbiz.de/10014198930

Semiparametric Estimation in Time Series Regression with Long-Range Dependence

Nielsen, Morten Ørregaard - 2005

We consider semiparametric estimation in time series regression in the presence of long range dependence in both the … errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain … squares as special cases. The estimates are semiparametric in the sense that focus is on the neighborhood of the origin, and …

Persistent link: https://www.econbiz.de/10014099599

Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models

Zheng, Shuzhuan - 2017

In spite of the widespread use of generalized additive models (GAMs), there is no well established methodology for simultaneous inference and variable selection for the components of GAM. There is no doubt that both, inference on the marginal component functions and their selection, are...

Persistent link: https://www.econbiz.de/10012966541

Variable Selection in Nonparametric and Semiparametric Regression Models

Su, Liangjun; Zhang, Yonghui - In: The Oxford handbook of applied nonparametric and …. 2014

Persistent link: https://www.econbiz.de/10012881217