(1997). Nonparametric regression in the presence of correlated errors. In T. Gregoire, D. Brillinger, P. Diggle, E. Russek-Cohen, W. Warren, and R. Wol nger (Eds.), Modelling Longitudinal and Spatially Correlated Data: Methods, Applications and Future Directions, pp. 339{348. Springer-...
Tell me more Learn about thenonparametric series regressioncommand. Learn more about Stata'snonparametric methodsfeatures. Read more about nonparametric kernel regression in theBase Reference Manual; see[R] npregress introand[R] npregress.
Testing symmetry in nonparametric regression models. Nonparam. Statist. 14 (5), 477-494.H. Dette, S. Kusi-Appiah, and N. Neumeyer, "Testing symmetry in nonparametric regression models," J. Nonparametric Statist., vol. 14, pp. 477-494, 2002....
In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–...
local polynomial regression 这个之前我还不了解,说来惭愧,似乎是一个比较古老的工具了,这次学一下。更新:然后过了一周学校上课就讲到了…其实就是一个成熟的比较基础的非参数回归工具。 Notation and Definition The following notation will be used in the paper. For any function h : [0,1]d→R, let ‖...
Nonparametric regression is similar to linear regression, Poisson regression, and logit or probit regression; it predicts a mean of an outcome for a set of covariates. If you work with the parametric models mentioned above or other models that predict means, you already understand nonparametric regr...
npregress series — Nonparametric series regression 6 You may also want to reduce the curse of dimensionality by requesting a parametric component, by using the asis() option, to fit models like this: = ( ) + β + (4) In (4), ( ) is unknown but we assume that enters the model ...
and Kohn, R. (1998). Additive nonparametric regression with autocorrelated errors. Journal of the Royal Statistical Society , Ser. B, in press.Smith, M., Wong, C.-M. and Kohn, R. (1998) Additive nonparametric regression with autocorrelated errors. J. R. Statist. Soc. B, 60, 311±331...
(1991). Bootstrap methods in nonparametric regression. In Nonparametric Functional Estimation and Related Topics. Proceedings of the NATO Advanced Study Institute , Spetses (Greece) (G. Roussas ed.) 111–124. Kluver, Dordrecht.Ha¨rdle, W. and Mammen, E. (1991). Bootstrap methods in ...
regression smootherthat takes account of the dynamic heteroskedasticity. The ef f ect of weighting on nonparametricregressions is examined, and cases when effi ciency gain can be achieved via weighting is inves-tigated. We show that in many popular nonparametric regression models our method has ...