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Kernel regression estimates of growth curves using nonstationary correlated errors

Eva Ferreira (), Vicente Núñez-Antón and Juan Rodríguez-Póo

Statistics & Probability Letters, 1997, vol. 34, issue 4, 413-423

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.

Keywords: Bandwidth; selection; Longitudinal; data; Nonstationary; errors; Semiparametric; estimators (search for similar items in EconPapers)
Date: 1997
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Handle: RePEc:eee:stapro:v:34:y:1997:i:4:p:413-423