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- W2007026947 abstract "Nonparametric smoothing, such as kernel or spline estimation, has been examined extensively under the assumption of uncorrelated errors. This paper addresses the effects of potential correlation on consistency and other asymptotic properties in a repeated-measures model, using directly optimized linear smoothers of the replicate means. Unrestricted optimal weights, with respect to squared error loss, are used to confirm a lack of consistency for all linear estimators in an autocorrelated errors model. The results indicate kernel methods that work well for an uncorrelated errors model may not have the ability to perform satisfactorily when correlation is introduced, due to an asymmetry in the optimal weights, which disappears for an uncorrelated errors model. These would include data-driven bandwidth selection methods, adjustments of the bandwidth to accommodate correlation, higher-order kernels, and related bias reduction techniques. The analytic results suggest alternative approaches, not considered here in detail, which have shown merit." @default.
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- W2007026947 date "1991-01-01" @default.
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- W2007026947 title "Considerations for optimal nonparametric regression under a generalizederror structure" @default.
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- W2007026947 doi "https://doi.org/10.1080/03610929108830640" @default.
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