Kernel Smoothing of Data with Correlated Errors

References

• Allen , D. M. 1974 . The Relationship Between Variable Selection and Data Augmentation and a Method for Prediction . Technometrics , 16 : 1307 – 1325 .
   Web of Science ®Google Scholar
• Altman , N. S. 1989 . Estimating Error Correlation in Nonparametric Regression , Cornell University, Biometrics Unit . Memo 982-M
   Google Scholar
• Box , G. E. P. and Jenkins , G. M. 1976 . Time Series Analysis: Forecasting and Control , San Francisco , CA : Holden-Day .
   Google Scholar
• Breaker , L. C. and Lewis , P. A. W. 1988 . On the Detection of a 40 to 50 Day Oscillation in Sea Surface Temperature Along the Central California Coast . Estuarine Coastal and Shelf Science , 26 : 395 – 408 .
   Web of Science ®Google Scholar
• Breiman , L. and Friedman , J. H. 1985 . Estimating Optimal Transformations for Multiple Regression and Correlation . Journal of the American Statistical Association , 80 : 580 – 619 .
   Web of Science ®Google Scholar
• Collomb , G. 1985 . Nonparametric Regression: An Up-to-Date Bibliography . Statistics , 16 : 309 – 324 .
   Google Scholar
• Craven , P. and Wahba , G. 1979 . Smoothing Noisy Data With Spline Functions . Numerical Mathematics , 31 : 377 – 403 .
   Web of Science ®Google Scholar
• Diggle , P. J. 1985 . Discussion” of “Some Aspects of the Spline Smoothing Approach to Nonparametric Regression Curve Fitting . Journal of the Royal Statistical Society , 47 : 28 – 29 . by B. W. Silverman, Ser. B
   Google Scholar
• Diggle , P. J. and Hutchinson , M. F. 1989 . On Spline Smoothing With Autocorrelated Errors . Australian Journal of Statistics , 31 : 166 – 182 .
   Google Scholar
• Efron , B. 1986 . How Biased Is the Apparent Error Rate of a Prediction Rule? . Journal of the American Statistical Association , 81 : 461 – 470 .
   Web of Science ®Google Scholar
• Engle , R. F. , Granger , C. W. J. , Rice , J. and Weiss , A. 1986 . Semiparametric Estimates of the Relation Between Weather and Electricity Sales . Journal of the American Statistical Association , 81 : 310 – 320 .
   Web of Science ®Google Scholar
• Friedman , J. H. and Stuetzle , W. 1981 . Projection Pursuit Regression . Journal of the American Statistical Association , 76 : 817 – 823 .
   Web of Science ®Google Scholar
• Gasser , T. and Müller , H.-G. 1979 . “ Kernel Estimation of Regression Functions ” . In Smoothing Techniques for Curve Estimation , 23 – 68 . Berlin : Springer-Verlag . Lecture Notes in Math
   Google Scholar
• Geisser , S. 1975 . The Predictive Sample Reuse Method With Applications . Journal of the American Statistical Association , 70 : 320 – 328 .
   Web of Science ®Google Scholar
• Härdle , W. , Hall , P. and Marron , J. S. 1988 . How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum? . Journal of the American Statistical Association , 83 : 86 – 95 .
   Web of Science ®Google Scholar
• Härdle , W. and Marron , J. S. 1985 . Asymptotic Nonequivalence of Some Bandwidth Selectors in Nonparametric Regression . Biometrika , 72 : 481 – 484 .
   Web of Science ®Google Scholar
• Hart , J. D. Kernel Regression With Time Series Errors . Journal of the Royal Statistical Society , 52 in press, Ser. B
   Google Scholar
• Hart , J. D. and Wehrly , T. E. 1986 . Kernel Regression Estimation Using Repeated Measurements Data . Journal of the American Statistical Association , 81 : 1080 – 1088 .
   Web of Science ®Google Scholar
• Huber , P. J. 1985 . Projection Pursuit . The Annals of Statistics , 13 : 435 – 475 .
   Web of Science ®Google Scholar
• Li , K.-C. 1984 . Consistency for Cross-Validated Nearest Neighbor Estimates in Nonparametric Regression . The Annals of Statistics , 12 : 230 – 240 .
   Web of Science ®Google Scholar
• Li , K.-C. 1986 . Asymptotic Optimality of CL and Generalized Cross-Validation in Ridge Regression With Application to Spline Smoothing . The Annals of Statistics , 14 : 1101 – 1112 .
   Web of Science ®Google Scholar
• Mallows , C. L. 1973 . Some Comments on CP . Technometrics , 15 : 661 – 675 .
   Web of Science ®Google Scholar
• Nadaraya , E. A. 1964 . On Estimating Regression . Theory of Probability and Its Applications , 9 : 141 – 142 .
   Google Scholar
• Parzen , E. 1959 . Statistical Inference on Time Series by Hilbert Space Methods, I , Stanford University, Dept. of Statistics . Technical Report 23 (NR-C42–993)
   Google Scholar
• Parzen , E. Regression Analysis of Continuous Parameter Time Series . Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability Theory . Edited by: Neyman , J. pp. 469 – 489 . Berkeley : University of California Press .
   Google Scholar
• Priestley , M. B. and Chao , M. T. 1972 . Non-parametric Function Fitting . Journal of the Royal Statistical Society , 34 : 385 – 392 . Ser. B
   Google Scholar
• Rice , J. 1984 . Boundary Modification for Kernel Regression . Communications in Statistics , 13 : 893 – 900 .
   Google Scholar
• Silverman , B. W. 1984 . Spline Smoothing: The Equivalent Variable Kernel method . The Annals of Statistics , 12 : 898 – 916 .
   Web of Science ®Google Scholar
• Silverman , B. W. 1985 . Some Aspects of the Spline Smoothing Approach to Non-parametric Regression Curve Fitting . Journal of the Royal Statistical Society , 47 : 1 – 21 . Ser. B
   Google Scholar
• Stone , M. 1974 . Cross-Validatory Choice and Assessment of Statistical Predictions . Journal of the Royal Statistical Society , 36 : 111 – 147 . Ser. B
   Google Scholar
• Stone , M. 1977 . An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike's Criterion . Journal of the Royal Statistical Society , 39 : 44 – 47 . Ser. B
   Google Scholar
• Watson , G. S. 1964 . Smooth Regression Analysis . Sankhyā , 26 : 359 – 372 . Ser. A
   Google Scholar
• Wendelberger , J. G. 1987 . Multiple Minima of the Generalized Cross Validation Function: Paint Attribute Data , General Motors Research Laboratories, Mathematics Dept . Technical Report
   Google Scholar
• Williams , P. T. , Wood , P. D. , Vranizan , K. M. , Albers , J. J. , Garay , S. C. and Taylor , C. B. 1985 . Coffee Intake and Elevated Cholesterol and Apolipoprotein B Levels in Men . Journal of the American Medical Association , 253 : 1407 – 1411 .
   PubMed Web of Science ®Google Scholar