Some automated methods of smoothing time-dependent data
- 1 January 1996
- journal article
- research article
- Published by Taylor & Francis in Journal of Nonparametric Statistics
- Vol. 6 (2-3) , 115-142
- https://doi.org/10.1080/10485259608832667
Abstract
Nonparametric function estimation based upon time-dependent data is a challenging problem to both the data analyst and the theoretician. This paper serves as an introduction to the problem and discusses some of the approaches that have been proposed for smoothing autocorrelated data. A principal theme will be accounting for correlation in the data driven choice of a function estimator's smoothing parameter. Data-driven smoothing is considered in various settings including probability density estimation, repeated measures data, and time series trend estimation. Both applications and theoretical issues are addressed, and some open problems will be discussed.Keywords
This publication has 70 references indexed in Scilit:
- Growth curves: a two-stage nonparametric approachJournal of Statistical Planning and Inference, 1994
- Kernel estimation for additive models under dependenceStochastic Processes and their Applications, 1993
- Kernel Smoothing of Data With Correlated ErrorsJournal of the American Statistical Association, 1990
- Bandwidth selection for kernel estimate with correlated noiseStatistics & Probability Letters, 1989
- Linear Smoothers and Additive ModelsThe Annals of Statistics, 1989
- On smoothed probability density estimation for stationary processesStochastic Processes and their Applications, 1986
- An alternative method of cross-validation for the smoothing of density estimatesBiometrika, 1984
- Density estimation for linear processesAnnals of the Institute of Statistical Mathematics, 1983
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized ConditionsJournal of the American Statistical Association, 1983
- Strong consistency of density estimation by orthogonal series methods for dependent variables with applicationsAnnals of the Institute of Statistical Mathematics, 1979