Nonparametric Decomposition of Time Series Data with Inputs

DOI10.1080/03610918.2011.615970zbMath1270.62071OpenAlexW2167201709MaRDI QIDQ3168381

Erniel B. Barrios, Edward Santos

Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.615970

zbMATH Keywords

additive modelsnonparametric regressionordinary least squaresmulticollinearitybackfitting

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Estimation of semiparametric mixed analysis of covariance model ⋮ Robust estimation of a multilevel model with structural change ⋮ Nonparametric hypothesis testing in clustered survival model

Cites Work

• Unnamed Item
• A new stochastic mixed ridge estimator in linear regression model
• An estimation procedure for a spatial-temporal model
• Additive models in censored regression
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Bayesian backfitting. (With comments and a rejoinder).
• Asymptotic properties of backfitting estimators
• Backfitting in smoothing spline ANOVA
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Two-parameter ridge regression and its convergence to the eventual pairwise model
• Decomposition of a state-space model with inputs
• Additive Nonparametric Regression With Autocorrelated Errors
• Factor analysis regression
• Multiobjective regression modification for collinearity

This page was built for publication: Nonparametric Decomposition of Time Series Data with Inputs