Some estimators of covariance matrix in multivariate nonparametric regression and their applications (Q750046)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some estimators of covariance matrix in multivariate nonparametric regression and their applications |
scientific article; zbMATH DE number 4174144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some estimators of covariance matrix in multivariate nonparametric regression and their applications |
scientific article; zbMATH DE number 4174144 |
Statements
Some estimators of covariance matrix in multivariate nonparametric regression and their applications (English)
0 references
1990
0 references
The paper deals with multivariate nonparametric regression in the case that no or very few replicated observations are available. The regression function is assumed to be sufficiently smooth and a certain clustering idea is exploited to find cases that are almost replicates and can be used for constructing some locally weighted estimators for the covariance matrix of the model's error vector. Finite and asymptotic properties of the estimators are studied.
0 references
multivariate nonparametric regression
0 references
clustering
0 references
locally weighted estimators
0 references
covariance matrix
0 references
error vector
0 references
