Asymptotic properties of local polynomial regression with missing data and correlated errors

被引：16

作者：

Perez-Gonzalez, A. ^{[1
]}

Vilar-Fernandez, J. M. ^{[2
]}

Gonzalez-Manteiga, W. ^{[3
]}

机构：

[1] Univ Vigo, Fac Business Sci, Dept Stat & Operat Res, Orense, Spain

[2] Univ A Coruna, Fac Comp Sci, Dept Math, La Coruna, Spain

[3] Univ Santiago Compostela, Fac Math, Dept Stat & Operat Res, Santiago De Compostela, Spain

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2009年 / 61卷 / 01期

关键词：

Local polynomial regression; Missing response and correlated errors; TIME-SERIES; NONPARAMETRIC REGRESSION; MODELS; AUTOREGRESSION; IMPUTATION; INFERENCE; VALUES;

D O I：

10.1007/s10463-007-0136-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The main objective of this work is the nonparametric estimation of the regression function with correlated errors when observations are missing in the response variable. Two nonparametric estimators of the regression function are proposed. The asymptotic properties of these estimators are studied; expresions for the bias and the variance are obtained and the joint asymptotic normality is established. A simulation study is also included.

引用

页码：85 / 109

页数：25

共 50 条

[1] Asymptotic properties of local polynomial regression with missing data and correlated errors
A. Pérez-González
J. M. Vilar-Fernández
W. González-Manteiga
[J]. Annals of the Institute of Statistical Mathematics, 2009, 61 : 85 - 109
[2] Local polynomial regression estimation with correlated errors
Francisco-Fernández, M
Vilar-Fernández, JM
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2001, 30 (07) : 1271 - 1293
[3] Local polynomial estimation of regression operators from functional data with correlated errors
Benhenni, Karim
Hassan, Ali Hajj
Su, Yingcai
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2019, 170 : 80 - 94
[4] Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
Shin, DW
Song, SH
[J]. STATISTICS & PROBABILITY LETTERS, 2000, 47 (01) : 1 - 10
[5] Asymptotic properties of covariate-adjusted regression with correlated errors
Sentuerk, Damla
Nguyen, Danh V.
[J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (09) : 1175 - 1180
[6] Local polynomial regression with correlated errors in random design and unknown correlation structure
De Brabanter, K.
Cao, F.
Gijbels, I.
Opsomer, J.
[J]. BIOMETRIKA, 2018, 105 (03) : 681 - 690
[7] Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
Francisco-Fernández, M
Opsomer, J
Vilar-Fernández, JM
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2004, 16 (1-2) : 127 - 151
[8] Multivariate Local Polynomial Regression With Autocorrelated Errors
Yang, Ke
[J]. ECONOMICS BULLETIN, 2012, 32 (04): : 3298 - 3305
[9] On regression model selection for the data with correlated errors
Wen Hsiang Wei
[J]. Annals of the Institute of Statistical Mathematics, 2009, 61 : 291 - 308
[10] On regression model selection for the data with correlated errors
Wei, Wen Hsiang
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2009, 61 (02) : 291 - 308

← 1 2 3 4 5 →