May 2015
Intermediate to advanced
384 pages
9h 20m
English
Section 8.2 considered nonparametric estimation of the mean function and covariance kernel using local linear regression type estimators. In this section, we explore a slightly different development with smoothing spline variants as the estimators of choice.
The model to be considered is much the same as (8.2) with
iid as some second-order stochastic process
on
. As before, let
and
be the mean and covariance functions of
. For simplicity, we will focus attention on the case where the
are a random sample from the uniform distribution. Apart from that, the major difference is that we now assume that
is a random element of the Sobolev space described ...
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