Nonparametric Regression with Correlated Errors

No abstract is available for this paper.

• Publication year

  2001

• Venue

  Statistical Science

• Publication date

  2001-05-01

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1214/SS/1009213287
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Nonparametric regression with dependent errors

  2001influential reference
• Krige, Smooth, Both, or Neither?

  2000cited by this paper
• Combining Different Procedures for Adaptive Regression

  2000influential reference
• Risk bounds for model selection via penalization

  1999cited by this paper
• How to overcome the curse of long-memory errors

  1999cited by this paper
• Nonparametric Smoothing and Lack-of-Fit Tests

  1999cited by this paper
• Kriging with Nonparametric Variance Function Estimation

  1999cited by this paper
• Minimax estimation via wavelet shrinkage

  1998influential reference
• Adaptive Model Selection Using Empirical Complexities

  1998cited by this paper
• Mixed-Effects Smoothing Spline ANOVA

  1998cited by this paper
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models

  1998cited by this paper
• Smoothing Spline Models with Correlated Random Errors

  1998influential reference
• From Model Selection to Adaptive Estimation

  1997cited by this paper
• Nonparametric Regression in the Presence of Correlated Errors

  1997cited by this paper
• Adaptive de-noising of signals satisfying differential inequalities

  1997cited by this paper
• Fitting a Bivariate Additive Model by Local Polynomial Regression

  1997cited by this paper
• Locally adaptive regression splines

  1997cited by this paper
• Wavelet Threshold Estimators for Data with Correlated Noise

  1997influential reference
• MODEL SELECTION FOR NONPARAMETRIC REGRESSION

  1997cited by this paper
• Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression

  1997cited by this paper
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation

  1997influential reference
• Nonasymptotic universal smoothing factors, kernel complexity and yatracos classes

  1997cited by this paper
• Function estimation via wavelet shrinkage for long-memory data

  1996influential reference
• Wavelet Shrinkage using Cross-validation

  1996influential reference
• Smoothing spline ANOVA for exponential families, with application to the Wisconsin Epidemiological Study of Diabetic Retinopathy : the 1994 Neyman Memorial Lecture

  1995cited by this paper
• On bandwidth choice in nonparametric regression with both short- and long-range dependent errors

  1995cited by this paper
• An Effective Bandwidth Selector for Local Least Squares Regression

  1995cited by this paper
• Estimating a Function by Local Linear Regressionwhen the Errors are Correlated 1 2 3

  1995cited by this paper
• Behavior near zero of the distribution of GCV smoothing parameter estimates

  1995cited by this paper
• Multivariate Locally Weighted Least Squares Regression

  1994cited by this paper
• An asymptotic property of model selection criteria

  1994influential reference
• Automated Kernel Smoothing of Dependent Data by Using Time Series Cross‐Validation

  1994cited by this paper
• Statistics for long-memory processes

  1994cited by this paper
• Kriging and Splines: An Empirical Comparison of their Predictive Performance in Some Applications

  1994cited by this paper
• The Use of Polynomial Splines and Their Tensor Products in Multivariate Function Estimation

  1994cited by this paper
• Adaptive Spline Estimates for Nonparametric Regression Models

  1993cited by this paper
• Contrasts under long-range correlations

  1993cited by this paper
• Semiparametric Analysis of Variance with Tensor Product Thin Plate Splines

  1993cited by this paper
• Nonparametric spline regression with autoregressive moving average errors

  1992influential reference
• Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates

  1992cited by this paper
• Choice of bandwidth for kernel regression when residuals are correlated

  1992cited by this paper
• Statistical methods for data with long-range dependence

  1992influential reference
• Regression smoothing parameters that are not far from their optimum

  1992cited by this paper
• Comparison of Two Bandwidth Selectors with Dependent Errors

  1991influential reference
• The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters

  1991cited by this paper
• Minimum complexity density estimation

  1991cited by this paper
• Kernel regression estimation with time series errors

  1991influential reference
• A Frequency Domain Selection Criterion for Regression with Autocorrelated Errors

  1990cited by this paper
• Kernel Smoothing of Data with Correlated Errors

  1990influential reference
• Nonparametric regression with long-range dependence

  1990influential reference
• Spline Models for Observational Data

  1990influential reference
• ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS

  1989influential reference
• Bandwidth selection for kernel estimate with correlated noise

  1989influential reference
• How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum

  1988cited by this paper
• Nonparametric Estimation of a Density of Unknown Smoothness

  1986cited by this paper
• Strong Uniform Convergence Rates in Robust Nonparametric Time Series Analysis and Prediction: Kernel

  1986cited by this paper
• Optimal Bandwidth Selection in Nonparametric Regression Function Estimation

  1985influential reference
• A Comparison of GCV and GML for Choosing the Smoothing Parameter in the Generalized Spline Smoothing Problem

  1985influential reference
• Long-range dependence: a review

  1984cited by this paper
• Uniform Consistency of Kernel Estimators of a Regression Function under Generalized Conditions

  1983cited by this paper
• Bayesian "Confidence Intervals" for the Cross-validated Smoothing Spline

  1983cited by this paper
• Projection Pursuit Regression

  1981influential reference
• Smoothing noisy data with spline functions

  1978influential reference
• Improper Priors, Spline Smoothing and the Problem of Guarding Against Model Errors in Regression

  1978cited by this paper
• Extension of the Gauss-Markov Theorem to Include the Estimation of Random Effects

  1976cited by this paper
• On Large-Sample Estimation for the Mean of a Stationary Random Sequence

  1974cited by this paper
• Non‐Parametric Function Fitting

  1972cited by this paper
• Some results on Tchebycheffian spline functions

  1971cited by this paper
• Theory of Reproducing Kernels.

  1950cited by this paper

• Road traffic estimation and algorithmic routing in a spatially dependent network

  2025cites this paper
• Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients

  2025cites this paper
• A Note on the Finite Sample Bias in Time Series Cross-Validation

  2025influential citation
• Nonparametric Regression and Error Covariance Function Estimation -- Beyond Short-Range Dependence

  2025cites this paper
• Efficient Function Approximation Under Heteroskedastic Noise

  2025cites this paper
• Bandwidth selection for multivariate local linear regression with correlated errors

  2025cites this paper
• Autocovariance function estimation via difference schemes for a semiparametric change point model with m$$ m $$ ‐dependent errors

  2025cites this paper
• Regression Model Selection Under General Conditions

  2025cites this paper
• Sparsity meets correlation in Gaussian sequence model

  2025cites this paper
• Comparison of the Application of Linear Regression with Sliding Window Validation and K-Fold Cross-Validation for Forecasting Covid-19 Recovered Cases

  2024cites this paper
• MODELING OPEN UNEMPLOYMENT RATE IN KALIMANTAN ISLAND USING NONPARAMETRIC REGRESSION WITH FOURIER SERIES ESTIMATOR

  2024cites this paper
• Bandwidth selection methods for non parametric regression with spatially correlated data

  2024cites this paper
• Risk and cross validation in ridge regression with correlated samples

  2024cites this paper
• Online monitoring of air quality using PCA-based sequential learning

  2024cites this paper
• On Neighbourhood Cross Validation

  2024influential citation
• Nonparametric Conditional Risk Mapping Under Heteroscedasticity

  2023cites this paper
• Discovering Precise Temporal Patterns in Large-Scale Neural Recordings through Robust and Interpretable Time Warping.

  2023cites this paper
• Nonparametric derivative estimation with bimodal kernels under correlated errors

  2023cites this paper
• Robust and Efficient derivative estimation under correlated errors

  2023cites this paper
• On estimation of nonparametric regression models with autoregressive and moving average errors

  2023cites this paper
• A Nonparametric Bootstrap Method for Heteroscedastic Functional Data

  2023cites this paper
• Kernel regression for estimating regression function and its derivatives with unknown error correlations

  2023cites this paper
• A Flexible Estimation of Sectoral Portfolio Exposure to Climate Transition Risks in the European Stock Market

  2023cites this paper
• Statistica Sinica Preprint

  2023cites this paper
• Impact analysis of correlated and non-normal errors in nonparametric regression estimation: A simulation study

  2023cites this paper
• Learning Under Concept Drift for Regression—A Systematic Literature Review

  2022cites this paper
• A note on spurious model selection

  2022cites this paper
• A generalized correlated Cp criterion for derivative estimation with dependent errors

  2022cites this paper
• Spatiotemporal distribution of labeled data can bias the validation and selection of supervised learning algorithms: A marine remote sensing example

  2022cites this paper
• Iterative spatial leave-one-out cross-validation and gap-filling based data augmentation for supervised learning applications in marine remote sensing

  2022cites this paper
• A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data

  2021cites this paper
• Estimated price of shallots commodities national based on parametric and nonparametric approaches

  2021cites this paper
• Effective disease surveillance by using covariate information

  2021cites this paper
• Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons

  2021cites this paper
• Airway gene-expression classifiers for respiratory syncytial virus (RSV) disease severity in infants

  2021cites this paper
• Cross-Validation, Information Theory, or Maximum Likelihood? A Comparison of Tuning Methods for Penalized Splines

  2021cites this paper
• Model Selection for Time Series Forecasting: Empirical Analysis of Different Estimators

  2021cites this paper
• Model Selection for Time Series Forecasting An Empirical Analysis of Multiple Estimators

  2021cites this paper
• The GDP-Temperature relationship: Implications for climate change damages

  2021cites this paper
• Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach

  2021cites this paper
• Tree-based models for variable annuity valuation: parameter tuning and empirical analysis

  2021cites this paper
• Semiparametric method and theory for continuously indexed spatio-temporal processes

  2021cites this paper
• A simulation study of bandwidth selection methods for non-parametric regression with long and semi-long range dependent errors

  2021cites this paper
• A Bayesian approach for nonparametric regression in the presence of correlated errors

  2021cites this paper
• Edge-Preserving Denoising of Image Sequences

  2021cites this paper
• Smoothed Nonparametric Derivative Estimation using Weighted Difference Quotients

  2020influential citation
• A computational validation for nonparametric assessment of spatial trends

  2020cites this paper
• Asymptotic theory for regression models with fractional local to unity root errors

  2020cites this paper
• Design-based inference for spatial experiments under unknown interference

  2020cites this paper
• Online sequential monitoring of spatio-temporal disease incidence rates

  2020cites this paper
• BCEWMA: A New and Effective Biosurveillance System for Disease Outbreak Detection

  2020cites this paper
• Nonparametric estimation of time varying correlation coefficient

  2020cites this paper
• Nonparametric estimation of circular trend surfaces with application to wave directions

  2020cites this paper
• Approximate Cross-Validated Mean Estimates for Bayesian Hierarchical Regression Models

  2020influential citation
• Predicting Intraday Return Patterns based on Overnight Returns for the US Stock Market

  2020cites this paper
• Nonparametric trend estimation in functional time series with application to annual mortality rates

  2020cites this paper
• Soft sensor design using transductive moving window learner

  2020cites this paper
• A Hierarchy of Limitations in Machine Learning

  2020cites this paper
• Random Forests for dependent data

  2020cites this paper
• Data-driven local polynomial for the trend and its derivatives in economic time series

  2020cites this paper
• Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case

  2020cites this paper
• The Temporal Overfitting Problem with Applications in Wind Power Curve Modeling

  2020influential citation
• ACF estimation via difference schemes for a semiparametric model with $m$-dependent errors

  2019cites this paper
• Cross-Validation for Correlated Data

  2019cites this paper
• Estimation of long memory parameter in nonparametric regression

  2019cites this paper
• 415. Airway Gene-Expression Classifiers for Respiratory Syncytial Virus (RSV) Disease Severity in Infants

  2019cites this paper
• Minimax-rate adaptive nonparametric regression with unknown correlations of errors

  2019cites this paper
• Variance function estimation of a one-dimensional nonstationary process

  2019cites this paper
• A novel partial-linear single-index model for time series data

  2019cites this paper
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation

  2019cites this paper
• Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View

  2019cites this paper
• Minimax-rate adaptive nonparametric regression with unknown correlations of errors

  2019cites this paper
• ACF estimation via difference schemes for a semiparametric model with m-dependent errors

  2019cites this paper
• Conditional Variance Forecasts for Long-Term Stock Returns

  2019cites this paper
• Discovering precise temporal patterns in large-scale neural recordings through robust and interpretable time warping

  2019cites this paper
• Minimax-rate adaptive nonparametric regression with unknown correlations of errors

  2019cites this paper
• Spatio-temporal additive regression model selection for urban water demand

  2019cites this paper
• A Simulation Study on Specifying a Regression Model for Spatial Data: Choosing between Autocorrelation and Heterogeneity Effects

  2019cites this paper
• Threshold selection in univariate extreme value analysis

  2019influential citation
• A nonparametric bootstrap method for spatial data

  2019cites this paper
• Shopping externalities and retail concentration: Evidence from dutch shopping streets

  2019cites this paper
• Data depth for measurable noisy random functions

  2019cites this paper
• Nonparametric estimation of the spatio‐temporal covariance structure

  2019cites this paper
• Contribution to nonparametric regression estimation with general autocovariance error process and application to pharmacokinetics

  2019influential citation
• A regularization approach for estimation and variable selection in high dimensional regression models

  2018cites this paper
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes

  2018cites this paper
• Nonparametric geostatistical risk mapping

  2018influential citation
• Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness

  2018cites this paper
• A penalized likelihood method for nonseparable space–time generalized additive models

  2018cites this paper
• Multivariate factorizable expectile regression with application to fMRI data

  2018cites this paper
• Evaluation Procedures for Forecasting with Spatio-Temporal Data

  2018cites this paper
• Jump regression, image processing, and quality control

  2018cites this paper
• Spatiotemporal incidence rate data analysis by nonparametric regression

  2018cites this paper
• Adaptive Non-parametric Estimation of Mean and Autocovariance in Regression with Dependent Errors

  2018cites this paper
• Fast Univariate Time Series Prediction of Solar Power for Real-Time Control of Energy Storage System

  2018cites this paper
• Gradient boosting machine for modeling the energy consumption of commercial buildings

  2018cites this paper
• Prognostics of slow speed bearings using a composite integrated Gaussian process regression model

  2018cites this paper
• Local polynomial regression with correlated errors in random design and unknown correlation structure

  2018cites this paper
• Inference and Characterization of Planar Trajectories

  2018cites this paper
• Advancements in structural break testing

  2018influential citation