Provides a unified account of the most popular approaches to nonparametric regression smoothing. This edition contains discussions of boundary corrections for trigonometric series …
This is the second volume of a text on the theory and practice of maximum penalized likelihood estimation. It is intended for graduate students in statistics, operations research …
WB Wu, Z Zhao - Journal of the Royal Statistical Society Series …, 2007 - academic.oup.com
We consider statistical inference of trends in mean non-stationary models. A test statistic is proposed for the existence of structural breaks in trends. On the basis of a strong invariance …
In the North Atlantic Ocean, flow of North Atlantic Deep Water (NADW), and of its ancient counterpart Northern Component Water (NCW), across the Greenland‐Scotland Ridge …
G Claeskens, I Van Keilegom - The Annals of Statistics, 2003 - projecteuclid.org
Confidence bands for regression curves and their first p derivatives are obtained via local pth order polynomial estimation. The method allows for multiparameter local likelihood …
P Hall, J Horowitz - The Annals of Statistics, 2013 - JSTOR
Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, which generally is not estimated consistently when using the …
This paper studies higher-order inference properties of nonparametric local polynomial regression methods under random sampling. We prove Edgeworth expansions for t statistics …
T Krivobokova, T Kneib, G Claeskens - Journal of the American …, 2010 - Taylor & Francis
In this article we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods:(a) as a …