메뉴 건너뛰기




Volumn 139, Issue 12, 2009, Pages 3974-3988

SiZer analysis for the comparison of time series

Author keywords

Autocovariance function; Bandwidth; Comparison of multiple time series; Local linear smoothing; Multiple testing adjustment; Weak convergence

Indexed keywords


EID: 69249203517     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.05.003     Document Type: Article
Times cited : (16)

References (28)
  • 1
    • 0000472754 scopus 로고
    • Convergence criteria for multiparameter stochastic processes and some applications
    • Bickel P.J., and Wichura M.J. Convergence criteria for multiparameter stochastic processes and some applications. Annals of Mathematical Statistics 42 (1971) 1656-1670
    • (1971) Annals of Mathematical Statistics , vol.42 , pp. 1656-1670
    • Bickel, P.J.1    Wichura, M.J.2
  • 2
    • 0030537328 scopus 로고    scopus 로고
    • Graphical comparison of nonparametric curves
    • Bowman A., and Young S. Graphical comparison of nonparametric curves. Applied Statistics 45 (1996) 83-98
    • (1996) Applied Statistics , vol.45 , pp. 83-98
    • Bowman, A.1    Young, S.2
  • 4
    • 0034347388 scopus 로고    scopus 로고
    • Scale space view of curve estimation
    • Chaudhuri P., and Marron J.S. Scale space view of curve estimation. Annals of Statistics 28 (2000) 408-428
    • (2000) Annals of Statistics , vol.28 , pp. 408-428
    • Chaudhuri, P.1    Marron, J.S.2
  • 6
    • 38249001333 scopus 로고
    • Testing the equality of nonparametric regression curve
    • Delgado M.A. Testing the equality of nonparametric regression curve. Statistics & Probability Letters 17 (1993) 199-204
    • (1993) Statistics & Probability Letters , vol.17 , pp. 199-204
    • Delgado, M.A.1
  • 7
    • 0035470901 scopus 로고    scopus 로고
    • Noparametric analysis of covariance
    • Dette H., and Neumeyer N. Noparametric analysis of covariance. Annals of Statistics 29 (2001) 1361-1400
    • (2001) Annals of Statistics , vol.29 , pp. 1361-1400
    • Dette, H.1    Neumeyer, N.2
  • 8
    • 0003155075 scopus 로고
    • Mixing: Properties and Examples
    • Springer, New York
    • Doukhan, P., 1994. Mixing: Properties and Examples. Lecture Notes in Statistics, vol. 85. Springer, New York.
    • (1994) Lecture Notes in Statistics , vol.85
    • Doukhan, P.1
  • 9
    • 26644456941 scopus 로고    scopus 로고
    • Bayesian multiscale smoothing for making inferences about features in scatterplots
    • Erästö P., and Holmström L. Bayesian multiscale smoothing for making inferences about features in scatterplots. Journal of Computational and Graphical Statistics 14 (2005) 569-589
    • (2005) Journal of Computational and Graphical Statistics , vol.14 , pp. 569-589
    • Erästö, P.1    Holmström, L.2
  • 12
    • 9944231378 scopus 로고    scopus 로고
    • A visual display device for significant features in complicated signals
    • Godtliebsen F., and Øigård T.A. A visual display device for significant features in complicated signals. Computational Statistics & Data Analysis 48 (2005) 317-343
    • (2005) Computational Statistics & Data Analysis , vol.48 , pp. 317-343
    • Godtliebsen, F.1    Øigård, T.A.2
  • 13
    • 3242755608 scopus 로고
    • Bootstrap test for difference between means in nonparametric regression
    • Hall P., and Hart J.D. Bootstrap test for difference between means in nonparametric regression. Journal of the American Statistical Association 85 (1990) 1039-1049
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 1039-1049
    • Hall, P.1    Hart, J.D.2
  • 15
    • 0001864592 scopus 로고
    • Semiparametric comparison of regression curves
    • Härdle W., and Marron J.S. Semiparametric comparison of regression curves. Annals of Statistics 13 (1990) 63-89
    • (1990) Annals of Statistics , vol.13 , pp. 63-89
    • Härdle, W.1    Marron, J.S.2
  • 18
    • 0031496493 scopus 로고
    • Smoothing parameter selection for power optimality in testing of regression curves
    • Kulasekera K.B., and Wang J. Smoothing parameter selection for power optimality in testing of regression curves. Journal of the American Statistical Association 92 (1995) 500-511
    • (1995) Journal of the American Statistical Association , vol.92 , pp. 500-511
    • Kulasekera, K.B.1    Wang, J.2
  • 19
    • 33745069426 scopus 로고    scopus 로고
    • Testing for the equality of two nonparametric regression curves with long memory errors
    • Li F. Testing for the equality of two nonparametric regression curves with long memory errors. Communications in Statistics-Simulation and Computation 35 (2006) 621-643
    • (2006) Communications in Statistics-Simulation and Computation , vol.35 , pp. 621-643
    • Li, F.1
  • 20
    • 0032235630 scopus 로고    scopus 로고
    • Nonparametric comparison of several regression functions: exact and asymptotic theory
    • Munk A., and Dette H. Nonparametric comparison of several regression functions: exact and asymptotic theory. Annals of Statistics 26 (1998) 2339-2368
    • (1998) Annals of Statistics , vol.26 , pp. 2339-2368
    • Munk, A.1    Dette, H.2
  • 21
    • 0041309830 scopus 로고    scopus 로고
    • Nonparametric comparison of regression curves: an empirical process approach
    • Neumeyer N., and Dette H. Nonparametric comparison of regression curves: an empirical process approach. Annals of Statistics 31 (2003) 880-920
    • (2003) Annals of Statistics , vol.31 , pp. 880-920
    • Neumeyer, N.1    Dette, H.2
  • 25
    • 41249097675 scopus 로고    scopus 로고
    • SiZer analysis for the comparison of regression curves
    • Park C., and Kang K. SiZer analysis for the comparison of regression curves. Computational Statistics & Data Analysis 52 (2008) 3954-3970
    • (2008) Computational Statistics & Data Analysis , vol.52 , pp. 3954-3970
    • Park, C.1    Kang, K.2
  • 26
    • 8744300950 scopus 로고    scopus 로고
    • Dependent SiZer: goodness of fit tests for time series models
    • Park C., Marron J.S., and Rondonotti V. Dependent SiZer: goodness of fit tests for time series models. Journal of Applied Statistics 31 (2004) 999-1017
    • (2004) Journal of Applied Statistics , vol.31 , pp. 999-1017
    • Park, C.1    Marron, J.S.2    Rondonotti, V.3
  • 28
    • 53249094406 scopus 로고
    • The central limit theorem for φ{symbol}-mixing arrays of random variables
    • Utev S.A. The central limit theorem for φ{symbol}-mixing arrays of random variables. Theory of Probability and its Applications 35 (1990) 110-117
    • (1990) Theory of Probability and its Applications , vol.35 , pp. 110-117
    • Utev, S.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.