Nonparametric Estimation of Average Growth Curve with General Nonstationary Error Process

Nonparametric estimation of the average growth curve with general nonstationary error process

The non-parametric estimation of the growth curve has been extensively studied in both stationary and some nonstationary particular situations. In this work, we consider the statistical problem of estimating the average growth curve for a fixed design model with nonstationary error process. The nonstationarity considered here is of a general form, and this note may be considered as an extension...

Nonparametric regression estimation with general parametric error covariance

Recently Martins-Filho and Yao (J Multivar Anal 100:309–333, 2009) have proposed a two-step estimator of nonparametric regression function with parametric error covariance and demonstrate that it is more efficient than the usual LLE. In the present paper we demonstrate that MY’s estimator can be further improved. First, we extend MY’s estimator to the multivariate case, and also establish the a...

Nonparametric Estimation of Spatial Risk for a Mean Nonstationary Random Field}

The common methods for spatial risk estimation are investigated for a stationary random field. Because of simplifying, lets distribution is known, and parametric variogram for the random field are considered. In this paper, we study a nonparametric spatial method for spatial risk. In this method, we model the random field trend by a local linear estimator, and through bias-corrected residuals, ...

Nonparametric Estimation of the Average Availability

Nonparametric curve estimation by wavelet thresholding

In the modeling of biological phenomena, in living organisms whether the measurements are of blood pressure, enzyme levels, biomechanical movements or heartbeats, etc., one of the important aspects is time variation in the data. Thus, the recovery of a \smooth" regression or trend function from noisy time{varying sampled data becomes a problem of particular interest. Here we use non{linear wave...