Tsai, Jia-Ren; Liau, Pen-Hwang Effect of measurement error size in linear heteroscedastic measurement error models. (English) Zbl 07792954 Commun. Stat., Simulation Comput. 52, No. 10, 5052-5081 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Faltys, Ondřej; Hobza, Tomáš; Morales, Domingo Small area estimation under area-level generalized linear mixed models. (English) Zbl 07632274 Commun. Stat., Simulation Comput. 51, No. 12, 7404-7426 (2022). MSC: 62J12 62P25 62D05 × Cite Format Result Cite Review PDF Full Text: DOI
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726 Bernoulli 28, No. 1, 395-423 (2022). MSC: 62Gxx 60Fxx 62Jxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link HAL
Lee, Cheng Few Time-series analysis: components, models, and forecasting. (English) Zbl 1455.62203 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 979-1024 (2021). MSC: 62P05 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation. (English) Zbl 1538.62126 Adv. Pure Appl. Math. 12, No. 3, 15-35 (2021). MSC: 62G08 60G10 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Le, Tri; Clarke, Bertrand In praise of partially interpretable predictors. (English) Zbl 07260668 Stat. Anal. Data Min. 13, No. 2, 113-133 (2020). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hobza, Tomáš; Marhuenda, Yolanda; Morales, Domingo Small area estimation of additive parameters under unit-level generalized linear mixed models. (English) Zbl 1442.62169 SORT 44, No. 1, 3-38 (2020). MSC: 62J12 62P25 62D05 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Haifeng; Namba, Akio MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated. (English) Zbl 07539712 Commun. Stat., Theory Methods 48, No. 13, 3280-3290 (2019). MSC: 62J05 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Morales, Domingo; Santamaría, Laureano Small area estimation under unit-level temporal linear mixed models. (English) Zbl 07193799 J. Stat. Comput. Simulation 89, No. 9, 1592-1620 (2019). MSC: 62J12 62P25 62D05 × Cite Format Result Cite Review PDF Full Text: DOI
Namba, Akio; Ohtani, Kazuhiro MSE performance of the weighted average estimators consisting of shrinkage estimators. (English) Zbl 1462.62447 Commun. Stat., Theory Methods 47, No. 5, 1204-1214 (2018). MSC: 62J07 62J05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Savchuk, Olga Y.; Hart, Jeffrey D. Fully robust one-sided cross-validation for regression functions. (English) Zbl 1417.65055 Comput. Stat. 32, No. 3, 1003-1025 (2017). MSC: 62-08 62G07 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Rabhi, Yassir; Wiens, Douglas P. Robust sampling designs for a possibly misspecified stochastic process. (English) Zbl 1356.62162 Stat. Sin. 26, No. 4, 1525-1542 (2016). MSC: 62M20 62K25 86A32 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lukas, Mark A. Performance criteria and discrimination of extreme undersmoothing in nonparametric regression. (English) Zbl 1365.62141 J. Stat. Plann. Inference 153, 56-74 (2014). MSC: 62G08 62G07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Krivobokova, Tatyana Smoothing parameter selection in two frameworks for penalized splines. (English) Zbl 1411.62102 J. R. Stat. Soc., Ser. B, Stat. Methodol. 75, No. 4, 725-741 (2013). MSC: 62G08 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Savchuk, Olga Y.; Hart, Jeffrey D.; Sheather, Simon P. One-sided cross-validation for nonsmooth regression functions. (English) Zbl 1416.62227 J. Nonparametric Stat. 25, No. 4, 889-904 (2013); corrigendum ibid. 28, No. 4, 875-877 (2016). MSC: 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Luetkepohl, Helmut; Xu, Fang Forecasting annual inflation with seasonal monthly data: using levels versus logs of the underlying price index. (English) Zbl 1266.91076 J. Time Ser. Econom. 3, No. 1, Paper No. 7, 23 p. (2011). MSC: 91B84 91B74 × Cite Format Result Cite Review PDF Full Text: DOI Link
Sharma, Suresh Kumar; Jain, Kanchan; Aggarwal, Rashmi Efficiency of various smoothers in generalized additive models. (English) Zbl 1279.62096 Int. J. Appl. Math. 24, No. 5, 763-783 (2011). MSC: 62G08 × Cite Format Result Cite Review PDF
Keerativibool, Warangkhana Moving average correction in a regression model. (English) Zbl 1365.62269 Thail. Stat. 8, No. 1, 63-80 (2010). MSC: 62J05 62M10 × Cite Format Result Cite Review PDF
Hart, Jeffrey D.; Lee, Cherng-Luen Robustness of one-sided cross-validation to autocorrelation. (English) Zbl 1065.62068 J. Multivariate Anal. 92, No. 1, 77-96 (2005). MSC: 62G08 62M10 62G35 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Kuo-Nan; Fan, Shu-Kai S. A note on minimum bias estimation in response surfaces. (English) Zbl 1107.62065 Stat. Probab. Lett. 70, No. 1, 71-85 (2004). MSC: 62K20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Shaojun; Niu, Xu-Feng; Ang, James S. Building tracking portfolios based on a generalized information criterion. (English) Zbl 1034.62108 Stat. Sin. 13, No. 4, 1075-1096 (2003). MSC: 62P05 62M10 62J05 91B28 × Cite Format Result Cite Review PDF
Akahira, Masafumi; Takeuchi, Kei Information inequalities in a family of uniform distributions. (English) Zbl 0989.62014 Ann. Inst. Stat. Math. 53, No. 3, 427-435 (2001). MSC: 62F10 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Efromovich, Sam Data-driven efficient estimation of the spectral density. (English) Zbl 0918.62071 J. Am. Stat. Assoc. 93, No. 442, 762-769 (1998). MSC: 62M15 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Hart, Jeffrey D.; Yi, Seongbaek One-sided cross-validation. (English) Zbl 0926.62029 J. Am. Stat. Assoc. 93, No. 442, 620-631 (1998). MSC: 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Dong, Jianping; Ye, Qian A minimum variance kernel estimator and a discrete frequency polygon estimator for ordinal contingency tables. (English) Zbl 0870.62049 Commun. Stat., Theory Methods 25, No. 12, 3217-3245 (1996). MSC: 62H17 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Powell, James L.; Stoker, Thomas M. Optimal bandwidth choice for density-weighted averages. (English) Zbl 0864.62022 J. Econom. 75, No. 2, 291-316 (1996). MSC: 62G07 62P20 62G05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Luceño, Alberto; Gonzalez, Francisco J.; Puig-Pey, Jaime Computing optimal adjustment schemes for the general tool-wear problem. (English) Zbl 0900.62570 J. Stat. Comput. Simulation 54, No. 1-3, 87-113 (1996). MSC: 62N99 62P30 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Hoque, Asraul Multiperiod forecasting analysis of a dynamic model for a small sample. (English) Zbl 0893.62095 Aust. J. Stat. 38, No. 2, 113-129 (1996). MSC: 62M20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Hall, Peter; Horowitz, Joel L.; Jing, Bing-Yi On blocking rules for the bootstrap with dependent data. (English) Zbl 0830.62082 Biometrika 82, No. 3, 561-574 (1995). MSC: 62M10 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Herzberg, Agnes M.; Tsukanov, Alexander V. The design of experiments for model selection: Minimization of the expected mean-squared error. (English) Zbl 0827.62065 Util. Math. 47, 85-96 (1995). MSC: 62K05 × Cite Format Result Cite Review PDF
Politis, Dimitris N.; Romano, Joseph P. Bias-corrected nonparametric spectral estimation. (English) Zbl 0811.62088 J. Time Ser. Anal. 16, No. 1, 67-103 (1995). MSC: 62M15 62G05 62G20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Chu, C. K. Binned modified cross-validation with dependent errors. (English) Zbl 0825.62237 Commun. Stat., Theory Methods 23, No. 12, 3515-3537 (1994). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Tran van Hoa Improved estimates and forecasts of error correction models in economics. (English) Zbl 0816.90034 Econ. Lett. 46, No. 3, 195-202 (1994). MSC: 91B82 91B84 62P20 91B42 × Cite Format Result Cite Review PDF Full Text: DOI
Pawitan, Yudi; O’Sullivan, Finbarr Nonparametric spectral density estimation using penalized Whittle likelihood. (English) Zbl 0805.62087 J. Am. Stat. Assoc. 89, No. 426, 600-610 (1994). MSC: 62M15 62G07 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Hung; Shiau, Jyh-Jen Horng Data-driven efficient estimators for a partially linear model. (English) Zbl 0806.62029 Ann. Stat. 22, No. 1, 211-237 (1994). MSC: 62G07 62G20 62J99 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Rojo, Javier; Samaniego, Francisco J. Uniform strong consistent estimation of an IFRA distribution function. (English) Zbl 0796.62086 J. Multivariate Anal. 49, No. 1, 150-163 (1994). MSC: 62N05 60F15 62G05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Eubank, R. L.; Jayasuriya, B. R. The asymptotic average squared error for polynomial regression. (English) Zbl 0808.62036 Statistics 24, No. 4, 311-319 (1993). MSC: 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Şerbu, Mihaela Some criteria for selection of variables in linear regression. (English) Zbl 0790.62067 Stud. Cercet. Mat. 45, No. 6, 533-542 (1993). MSC: 62J05 65C99 × Cite Format Result Cite Review PDF
Müller, Hans-Georg; Stadtmüller, Ulrich On variance function estimation with quadratic forms. (English) Zbl 0769.62029 J. Stat. Plann. Inference 35, No. 2, 213-231 (1993). MSC: 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Kohn, Robert; Ansley, Craig F.; Wong, Chi-Ming Nonparametric spline regression with autoregressive moving average errors. (English) Zbl 0751.62017 Biometrika 79, No. 2, 335-346 (1992). MSC: 62G07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Donohue, Joan M.; Houck, Ernest C.; Myers, Raymond H. Simulation designs for quadratic response surface models in the presence of model misspecification. (English) Zbl 0764.62063 Manage. Sci. 38, No. 12, 1765-1791 (1992). MSC: 62K15 62K99 65C05 65C10 × Cite Format Result Cite Review PDF Full Text: DOI
Hart, Jeffrey D. Kernel regression estimation with time series errors. (English) Zbl 0800.62215 J. R. Stat. Soc., Ser. B 53, No. 1, 173-187 (1991). MSC: 62G07 62M10 × Cite Format Result Cite Review PDF
Bhansali, R. J. Consistent recursive estimation of the order of an autoregressive moving average process. (English) Zbl 0738.62084 Int. Stat. Rev. 59, No. 1, 81-96 (1991). MSC: 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Vellaisamy, P.; Sharma, Divakar On estimation after subset selection from exponential populations. (English) Zbl 0747.62026 Sankhyā, Ser. B 52, No. 3, 305-318 (1990). MSC: 62F10 62F07 × Cite Format Result Cite Review PDF
Nychka, Douglas The average posterior variance of a smoothing spline and a consistent estimate of the average squared error. (English) Zbl 0731.62084 Ann. Stat. 18, No. 1, 415-428 (1990). MSC: 62G07 62G15 × Cite Format Result Cite Review PDF Full Text: DOI
Raz, Jonathan; Turetsky, Bruce; Fein, George Selecting the smoothing parameter for estimation of slowly changing evoked potential signals. (English) Zbl 0715.62263 Biometrics 45, No. 3, 745-762 (1989). MSC: 62P10 62G07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Eubank, Randall L. Spline smoothing and nonparametric regression. (English) Zbl 0702.62036 Statistics: Textbooks and Monographs, 90. New York etc.: Marcel Dekker, Inc. xvii, 438 p. (1988). Reviewer: H.Liero MSC: 62G07 62-02 62G20 62F15 62-01 65D07 × Cite Format Result Cite Review PDF
Härdle, Wolfgang; Hall, Peter; Marron, J. S. How far are automatically chosen regression smoothing parameters from their optimum? (English) Zbl 0644.62048 J. Am. Stat. Assoc. 83, No. 401, 86-101 (1988). MSC: 62G05 65C05 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Rieder, Helmut Contamination games in a robust k-sample model. (English) Zbl 0678.62041 Statistics 18, 527-562 (1987). MSC: 62F35 62C20 × Cite Format Result Cite Review PDF Full Text: DOI
Gray, Robert M. Oversampled sigma-delta modulation. (English) Zbl 0641.94005 IEEE Trans. Commun. 35, 481-489 (1987). MSC: 94A14 × Cite Format Result Cite Review PDF Full Text: DOI
Watson, Mark W. Uncertainty in model-based seasonal adjustment procedures and construction of minimax filters. (English) Zbl 0629.62095 J. Am. Stat. Assoc. 82, 395-408 (1987). Reviewer: J.Ledolter MSC: 62M20 62M10 62P20 62C20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Riedle, B. D.; Kokotovic, P. V. Stability of slow adaptation for non-SPR systems with disturbances. (English) Zbl 0621.93038 IEEE Trans. Autom. Control 32, 451-455 (1987). Reviewer: V.Veliov MSC: 93C40 34C45 93D20 93B35 93C05 × Cite Format Result Cite Review PDF Full Text: DOI
Hart, Jeffrey D.; Wehrly, Thomas E. Kernel regression estimation using repeated measurements data. (English) Zbl 0635.62030 J. Am. Stat. Assoc. 81, 1080-1088 (1986). Reviewer: V.P.Gupta MSC: 62G05 62G99 62J99 × Cite Format Result Cite Review PDF Full Text: DOI
Hoque, Asraul; Peters, Tom A. Finite sample analysis of the ARMAX models. (English) Zbl 0623.62109 Sankhyā, Ser. B 48, No. 1-2, 266-283 (1986). MSC: 62P20 62M10 62H12 × Cite Format Result Cite Review PDF
Barry, Daniel Nonparametric Bayesian regression. (English) Zbl 0608.62052 Ann. Stat. 14, 934-953 (1986). Reviewer: R.Schlittgen MSC: 62G05 62J02 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Marron, James Stephen; Härdle, Wolfgang Random approximations to some measures of accuracy in nonparametric curve estimation. (English) Zbl 0608.62045 J. Multivariate Anal. 20, 91-113 (1986). Reviewer: R.Zielinski MSC: 62G05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Kohn, Robert; Ansley, Craig F. Estimation, prediction, and interpolation for ARIMA models with missing data. (English) Zbl 0607.62106 J. Am. Stat. Assoc. 81, 751-761 (1986). Reviewer: I.G.Zhurbenko MSC: 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Kunitomo, Naoto; Yamamoto, Taku Properties of predictors in misspecified autoregressive time series models. (English) Zbl 0588.62171 J. Am. Stat. Assoc. 80, 941-950 (1985). MSC: 62M20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Popović, Biljana Č. The prediction of finite moving average processes. (Serbo-Croatian. English summary) Zbl 0586.62156 Mat. Vesn. 37, 419-422 (1985). MSC: 62M20 × Cite Format Result Cite Review PDF
Marron, James Stephen An asymptotically efficient solution to the bandwidth problem of kernel density estimation. (English) Zbl 0585.62073 Ann. Stat. 13, 1011-1023 (1985). MSC: 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Tanaka, Katsuto; Maekawa, Koichi The sampling distributions of the predictor for an autoregressive model under misspecifications. (English) Zbl 0578.62077 J. Econom. 25, 327-351 (1984). Reviewer: P.Stoica MSC: 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Ker-Chau; Hwang, Jiunn Tzon The data-smoothing aspect of Stein estimates. (English) Zbl 0557.62007 Ann. Stat. 12, 887-897 (1984). Reviewer: W.Stute MSC: 62C20 62G99 62J99 62F35 × Cite Format Result Cite Review PDF Full Text: DOI
Porat, Boaz; Friedlander, Benjamin ARMA spectral estimation of time series with missing observations. (English) Zbl 0555.62079 IEEE Trans. Inf. Theory 30, 823-831 (1984). MSC: 62M15 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Wong, Wing Hung On the consistency of cross-validation in kernel nonparametric regression. (English) Zbl 0539.62046 Ann. Stat. 11, 1136-1141 (1983). MSC: 62G05 62J02 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Kraft, Charles H.; Lepage, Yves; van Eeden, Constance Some finite-sample-size properties of Rosenblatt density estimates. (English) Zbl 0523.62036 Can. J. Stat. 11, 95-104 (1983). MSC: 62G05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Toyooka, Yasuyuki Prediction error in a linear model with estimated parameters. (English) Zbl 0492.62081 Biometrika 69, 453-459 (1982). MSC: 62M20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Schoenfelder, Carol; Cambanis, Stamatis Random designs for estimating integrals of stochastic processes. (English) Zbl 0492.62075 Ann. Stat. 10, 526-538 (1982). MSC: 62M09 62K05 62D05 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Pearlman, William A. Sliding-block and random source coding with constrained size reproduction alphabets. (English) Zbl 0486.94013 IEEE Trans. Commun. 30, 1859-1867 (1982). MSC: 94A29 94A34 × Cite Format Result Cite Review PDF Full Text: DOI
Stein, Charles M. Estimation of the mean of a multivariate normal distribution. (English) Zbl 0476.62035 Ann. Stat. 9, 1135-1151 (1981). MSC: 62F15 62F10 62F25 62C20 × Cite Format Result Cite Review PDF Full Text: DOI
Davidson, James Small sample properties of estimators of the moving average process. (English) Zbl 0474.62084 Proc. Econ. Soc. Eur. Meet., Athens 1979, Contrib. Econ. Anal. 138, 27-62 (1981). MSC: 62M10 62F10 65C05 × Cite Format Result Cite Review PDF
Ansley, Craig F.; Newbold, Paul On the bias in estimates of forecast mean squared error. (English) Zbl 0472.62094 J. Am. Stat. Assoc. 76, 569-578 (1981). MSC: 62M20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Yamamoto, Taku Predictions of multivariate autoregressive-moving average models. (English) Zbl 0466.62089 Biometrika 68, 485-492 (1981). MSC: 62M20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Deans, Christine H.; Tsokos, Chris P. Bayesian estimation in the Makeham-Gompertz distribution. (English) Zbl 0495.62037 Metron 38, No. 3-4, 57-80 (1980). MSC: 62F15 62N05 62F35 62C10 65C99 × Cite Format Result Cite Review PDF
Shepp, L. A.; Slepian, D.; Wyner, A. D. On prediction of moving-average processes. (English) Zbl 0438.62073 Bell. Syst. Tech. J. 59, 367-415 (1980). MSC: 62M20 60G25 × Cite Format Result Cite Review PDF Full Text: DOI
Ansley, Craig F.; Newbold, Paul Finite sample properties of estimators for autoregressive moving average models. (English) Zbl 0432.62063 J. Econom. 13, 159-183 (1980). MSC: 62M10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Gallant, A. Ronald Explicit estimators of parametric functions in nonlinear regression. (English) Zbl 0425.62045 J. Am. Stat. Assoc. 75, 182-193 (1980). MSC: 62J02 62F15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Steele, J. Michael Invalidity of average squared error criterion in density estimation. (English) Zbl 0398.62035 Can. J. Stat. 6, 193-200 (1978). MSC: 62G20 × Cite Format Result Cite Review PDF Full Text: DOI