Nonparametric regression function estimation using interaction least squares splines and comlexity regularization

Metrika ◽  
1998 ◽  
Vol 47 (1) ◽  
pp. 147-163 ◽  
Author(s):  
Michael Kohler
Keyword(s):  
Least Squares ◽  
Nonparametric Regression ◽  
Regression Function ◽  
Function Estimation

scholarly journals On nonparametric regression for bivariate circular long-memory time series

2021 ◽  
Author(s):  
Jan Beran ◽  
Britta Steffens ◽  
Sucharita Ghosh
Keyword(s):  
Time Series ◽  
Nonparametric Regression ◽  
Long Range ◽  
Long Memory ◽  
Regression Function ◽  
Confidence Bands ◽  
Long Range Dependence ◽  
Asymptotic Results ◽  
Memory Time ◽  
Circular Time Series

AbstractWe consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of convergence does not depend on the bandwidth. The result can be used for obtaining simple confidence bands for the regression function. The method is illustrated by an application to wind direction data.

scholarly journals Consistency for the least squares estimator in nonparametric regression

1996 ◽  
Vol 24 (6) ◽  
pp. 2513-2523 ◽  
Author(s):  
Sara van de Geer ◽  
Marten Wegkamp
Keyword(s):  
Least Squares ◽  
Nonparametric Regression ◽  
Least Squares Estimator
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