Smoothing spline ANOPOW

DOI10.1016/j.jspi.2010.04.043zbMath1404.62092OpenAlexW2138085925MaRDI QIDQ993825

David S. Stoffer, Sangdae Han, Li Qin, Wensheng Guo

Publication date: 20 September 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.043

zbMATH Keywords

time seriesspectral densityreproducing kernel Hilbert spacegeneralized linear modelpenalized least squaresanalysis of powerbootstrap simultaneous confidence intervals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis ⋮ Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability ⋮ Biological applications of time series frequency domain clustering ⋮ Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series

Uses Software

• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Gait analysis and the bootstrap
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Analysis of variance
• Mathematical Considerations in the Estimation of Spectra
• An Approach to Time Series Analysis
• Automatic Smoothing of the Log Periodogram
• Spectral Analysis of Replicated Biomedical Time Series
• Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
• On Detecting a Signal in N Stationarily Correlated Noise Series
• An exponential model for the spectrum of a scalar time series
• On Estimation of a Probability Density Function and Mode
• Theory of Reproducing Kernels

This page was built for publication: Smoothing spline ANOPOW