Adaptive orthogonal series estimation in additive stochastic regression models
Gao, Jiti, Tong, Howell, & Wolff, Rodney C. (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12(2), pp. 409-428.
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Abstract
In this paper, we consider additive stochastic nonparametric regression models. By approximating the nonparametric components by a class of orthogonal series and using a generalized cross-validation criterion, an adaptive and simultaneous estimation procedure for all the nonparametric components is constructed. We illustrate the adaptive and simultaneous estimation procedure by a number of simulated and real examples.
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| ID Code: | 5990 |
|---|---|
| Item Type: | Journal Article |
| Additional URLs: | |
| Keywords: | Adaptive estimation, additive model, dependent process, mixing condition, nonlinear time series, nonparametric regression, orthogonal series, strict stationarity, truncation parameter |
| ISSN: | 1017-0405 |
| Subjects: | Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > PURE MATHEMATICS (010100) Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) |
| Divisions: | Current > QUT Faculties and Divisions > QUT Business School |
| Copyright Owner: | Copyright 2002 Institute of Statistical Science, Academia Sinica |
| Copyright Statement: | Reproduced in accordance with the copyright policy of the publisher. |
| Deposited On: | 16 Jan 2007 |
| Last Modified: | 05 Jan 2011 23:29 |
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