A Note on Penalized Spline Smoothing With Correlated Errors

From MaRDI portal
Publication:3632598

DOI10.1198/016214507000000978zbMath1333.62018OpenAlexW2076490314MaRDI QIDQ3632598

Tatyana Krivobokova, Göran Kauermann

Publication date: 12 June 2009

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214507000000978



Related Items

Unnamed Item, Threshold selection in univariate extreme value analysis, Penalized spline estimation for panel count data model with time-varying coefficients, Optimum smoothing parameter selection for penalized least squares in form of linear mixed effect models, Estimating the term structure of interest rates using penalized splines, Fast symmetric additive covariance smoothing, Forecasting in nonlinear univariate time series using penalized splines, Large-sample estimation and inference in multivariate single-index models, Semiparametric modeling of time-varying activation and connectivity in task-based fMRI data, Nonparametric trend estimation in functional time series with application to annual mortality rates, Multidimensional Adaptive P-Splines with Application to Neurons' Activity Studies, Nowcasting fatal COVID‐19 infections on a regional level in Germany, On estimation of nonparametric regression models with autoregressive and moving average errors, Exploring US business cycles with bivariate loops using penalized spline regression, Semiparametric regression during 2003--2007, The Hodrick-Prescott filter: a special case of penalized spline smoothing, Longitudinal functional principal component analysis, Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness, Smooth expectiles for panel data using penalized splines, Economic convergence: policy implications from a heterogeneous agent model, Penalized spline estimation for functional coefficient regression models, APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL, Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band, Examining heterogeneity in implied equity risk premium using penalized splines, Additive two-way hazards model with varying coefficients, L- and V-curves for optimal smoothing, On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations, A penalized spline estimator for fixed effects panel data models, A penalized likelihood method for nonseparable space-time generalized additive models, A general framework for prediction in penalized regression, Penalized function-on-function regression


Uses Software