Kernel Smoothing of Data with Correlated Errors
نویسندگان
چکیده
منابع مشابه
Kernel Regression with Correlated Errors
It is a well-known problem that obtaining a correct bandwidth in nonparametric regression is difficult in the presence of correlated errors. There exist a wide variety of methods coping with this problem, but they all critically depend on a tuning procedure which requires accurate information about the correlation structure. Since the errors cannot be observed, the latter is a hard goal to achi...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1990
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1990.10474936