Browsing by Subject "Non-parametric regression"

Now showing items 1-5 of 5

    • Conference Object  

      Bootstrap confidence intervals in nonparametric regression without an additive model 

      Politis, Dimitris Nicolas (Springer New York LLC, 2014)
      The problem of confidence interval construction in nonparametric regression via the bootstrap is revisited. When an additive model holds true, the usual residual bootstrap is available but it often leads to confidence ...
    • Article  

      Dynamic misspecification in nonparametric cointegrating regression 

      Kasparis, Ioannis; Phillips, Peter C. B. (2012)
      Linear cointegration is known to have the important property of invariance under temporal translation. The same property is shown not to apply for nonlinear cointegration. The limit properties of the Nadaraya-Watson (NW) ...
    • Article  

      Empirical Bayes approach to block wavelet function estimation 

      Abramovich, F.; Besbeas, P.; Sapatinas, Theofanis (2002)
      Wavelet methods have demonstrated considerable success in function estimation through term-by-term thresholding of the empirical wavelet coefficients. However, it has been shown that grouping the empirical wavelet coefficients ...
    • Article  

      Nonparametric predictive regression 

      Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. (2015)
      A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are ...
    • Article  

      Nonparametric regression estimation based on spatially inhomogeneous data: Minimax global convergence rates and adaptivity 

      Antoniadis, Anestis; Pensky, M.; Sapatinas, Theofanis (2014)
      We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known density g with a finite number of ...