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Kernel regression estimates of growth curves using nonstationary correlated errors

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Author Info
Ferreira, Eva
Núñez-Antón, Vicente
Rodríguez-Póo, Juan

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Abstract

We study the nonparametric estimation of the average growth curve under a very general parametric form of the covariance structure that allows for monotone transformation of the time scale. We also investigate the properties of optimal bandwidth selection methods and compare the results with those obtained under stationarity.

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File URL: http://www.sciencedirect.com/science/article/B6V1D-3SP2B5D-19/2/4ddeec8bd0aee069964b77c955be5883
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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 34 (1997)
Issue (Month): 4 (June)
Pages: 413-423
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Handle: RePEc:eee:stapro:v:34:y:1997:i:4:p:413-423

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Related research
Keywords: Bandwidth selection Longitudinal data Nonstationary errors Semiparametric estimators;

Cited by:
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  1. Vicente Núñez-Antón & Juan Rodríguez-Póo & Philippe Vieu, 1999. "Longitudinal data with nonstationary errors: a nonparametric three-stage approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(1), pages 201-231, June. [Downloadable!] (restricted)
  2. Eva Ferreira & Vicente Nunez-Anton & Juan M. Rodriguez-Poo, 1999. "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI 199901, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
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