The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations

DOI10.1007/s10463-019-00733-3zbMath1469.62231arXiv1809.03754OpenAlexW2979059144WikidataQ127216112 ScholiaQ127216112MaRDI QIDQ2027227

D. Benelmadani, Karim Benhenni, Sana Louhichi

Publication date: 25 May 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.03754

zbMATH Keywords

asymptotic normalitycorrelated observationsnonparametric regressionprojection estimatorreproducing kernel Hilbert spacegrowth curve

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Uses Software

• fda (R)
• GenSA

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