Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band

DOI10.1016/j.jmva.2010.04.004zbMath1203.62161DBLPjournals/ma/SongY10OpenAlexW2062653150WikidataQ61865762 ScholiaQ61865762MaRDI QIDQ990887

Qiongxia Song

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.004

zbMATH Keywords

knotsmixingconfidence bandB splineoracle efficiency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

Related Items (12)

A plug-in the number of knots selector for polynomial spline regression ⋮ Oracally Efficient Two-Step Estimation of Generalized Additive Model ⋮ High-dimensional black-box optimization under uncertainty ⋮ Constrained polynomial spline estimation of monotone additive models ⋮ Nonparametric estimation of the anisotropic probability density of mixed variables ⋮ Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition ⋮ Additive models for extremal quantile regression with Pareto-type distributions ⋮ Determination of linear components in additive models ⋮ EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS ⋮ Two-step estimation of time-varying additive model for locally stationary time series ⋮ Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes ⋮ Variable selection for additive model via cumulative ratios of empirical strengths total

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• Assessing continuous bivariate effects among different groups through nonparametric regression models: an application to breast cancer detection
• Additive regression and other nonparametric models
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Bootstrap confidence bands for regression curves and their derivatives
• Nonparametric estimation of an additive model with a link function
• Exploring spatial nonlinearity using additive approximation
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• Some Asymptotic Results on Generalized Penalized Spline Smoothing
• Simultaneous confidence bands for time-series prediction function
• Additive partial linear models with measurement errors
• A Note on Penalized Spline Smoothing With Correlated Errors
• Bias-corrected Confidence Bands in Nonparametric Regression
• Nonparametric Identification of Nonlinear Time Series: Projections
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Identification of Non-Linear Additive Autoregressive Models
• Smooth Backfitting in Practice
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
• Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
• A practical guide to splines.

This page was built for publication: Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band