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Article: Adaptive orthogonal series estimation in additive stochastic regression models
| Title | Adaptive orthogonal series estimation in additive stochastic regression models |
|---|---|
| Authors | |
| Keywords | Adaptive estimation additive model dependent process mixing condition nonlinear time series |
| Issue Date | 2002 |
| Publisher | Academia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/ |
| Citation | Statistica Sinica, 2002, v. 12 n. 2, p. 409-428 How to Cite? |
| 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 the nonparametric components is constructed. We illustrate the adaptive and simultaneous estimation procedure by a number of simulated and real examples. |
| Persistent Identifier | http://hdl.handle.net/10722/45353 |
| ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.368 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Gao, J | en_HK |
| dc.contributor.author | Tong, H | en_HK |
| dc.contributor.author | Wolff, R | en_HK |
| dc.date.accessioned | 2007-10-30T06:23:35Z | - |
| dc.date.available | 2007-10-30T06:23:35Z | - |
| dc.date.issued | 2002 | en_HK |
| dc.identifier.citation | Statistica Sinica, 2002, v. 12 n. 2, p. 409-428 | en_HK |
| dc.identifier.issn | 1017-0405 | en_HK |
| dc.identifier.uri | http://hdl.handle.net/10722/45353 | - |
| dc.description.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 the nonparametric components is constructed. We illustrate the adaptive and simultaneous estimation procedure by a number of simulated and real examples. | en_HK |
| dc.format.extent | 226794 bytes | - |
| dc.format.extent | 2372 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | text/plain | - |
| dc.language | eng | en_HK |
| dc.publisher | Academia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/ | en_HK |
| dc.subject | Adaptive estimation | en_HK |
| dc.subject | additive model | en_HK |
| dc.subject | dependent process | en_HK |
| dc.subject | mixing condition | en_HK |
| dc.subject | nonlinear time series | en_HK |
| dc.title | Adaptive orthogonal series estimation in additive stochastic regression models | en_HK |
| dc.type | Article | en_HK |
| dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1017-0405&volume=12&issue=2&spage=409&epage=428&date=2002&atitle=Adaptive+orthogonal+series+estimation+in+additive+stochastic+regression+models | en_HK |
| dc.description.nature | published_or_final_version | en_HK |
| dc.identifier.scopus | eid_2-s2.0-0036556528 | - |
| dc.identifier.hkuros | 72712 | - |
| dc.identifier.issnl | 1017-0405 | - |