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An Approximate Approach to E-optimal Designs for Weighted Polynomial Regression by Using Tchebycheff Systems and Orthogonal Polynomials
An Approximate Approach E-optimal Designs Weighted Polynomial Regression Using Tchebycheff Systems Orthogonal Polynomials
2013/4/28
In statistics, experimental designs are methods for making efficient experiments. E-optimal designs are the multisets of experimental conditions which minimize the maximum axis of the confidence ellip...
Local Polynomial Regression Based on Functional Data
Local polynomial smoothing derivative estimation functional data sampling density optimal bandwidth asymptotic normality
2011/9/15
Abstract: Suppose that $n$ statistical units are observed, each following the model $Y(x_j)=m(x_j)+ \epsilon(x_j),\, j=1,...,N,$ where $m$ is a regression function, $0 \leq x_1 <...N \leq 1$ are ob...
Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models
Autoregressive unit root Change-point Control chart Nonparametric smoothing Sequential analysis Weighted partial sum process
2010/3/9
The question whether a time series behaves as a random walk or as a stationary
process is an important and delicate problem, particularly arising in financial statistics,
econometrics, and engineeri...
Real time estimation in local polynomial regression，with application to trend-cycle analysis
Henderson filter trend estimation Musgrave asymmetric filters
2010/3/17
The paper focuses on the adaptation of local polynomial filters at
the end of the sample period.We show that for real time estimation of
signals (i.e., exactly at the boundary of the time support) w...
Detecting Change Points in Polynomial Regression Models with an Application to Cable Data Sets
2007/7/28
期刊信息
篇名
Detecting Change Points in Polynomial Regression Models with an Application to Cable Data Sets
语种
英文
撰写或编译
作者
汤银才,费鹤良
第一作者单位
刊物名称
Acta Mathematicae Applicatae Sinica, English Series
页面
Vol. 20...