Listar por tema "Dependent data"
Mostrando ítems 1-4 de 4
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Bootstrap tests for nonparametric comparison of regression curves with dependent errors
(Springer, 2007)In this paper, the problem of testing the equality of regression curves with dependent data is studied. Several methods based on nonparametric estimators of the regression function are described. In this setting, the ... -
Nonparametric forecasting in time series: a comparative study
(Taylor & Francis, 2007)The problem of predicting a future value of a time series is considered in this paper. If the series follows a stationary Markov process, this can be done by nonparametric estimation of the autoregression function. Two ... -
On the uniform strong consistency of local polynomial regression under dependence conditions
(Taylor & Francis, 2003)[Abstract] In this paper, nonparametric estimators of the regression function, and its derivatives, obtained by means of weighted local polynomial fitting are studied. Consider the fixed regression model where the error ... -
Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA
(Kluwer Academic Publishers, 2004)This paper presents an overview of the existing literature on the nonparametric local polynomial (LPR) estimator of the regression function and its derivatives when the observations are dependent. When the errors of the ...