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Nonparametric Small Area Estimation Using Penalized Spline Regression
Opsomer, J. D. - 2006
We propose a new small area estimation approach that combines small area random effects with a smooth, nonparametrically specified trend. By using penalized splines as the representation for the nonparametric trend, it is possible to express the small area estimation problem as a mixed effect...
Persistent link: https://www.econbiz.de/10012734761
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Model-assisted estimation for complex surveys using penalized splines
Breidt, F. Jay; Claeskens, G.; Opsomer, J. D. - 2005
Persistent link: https://www.econbiz.de/10002773513
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Nonparametric small area estimation using penalized spline regression
Opsomer, J. D.; Claeskens, G.; Ranalli, M. G.; Kauermann, G. - 2005
Persistent link: https://www.econbiz.de/10002773577
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A fast method for implementing generalized cross-validation in multi-dimensional nonparametric regression
Kauermann, Göran; Opsomer, J. D. - 2001
Persistent link: https://www.econbiz.de/10001744655
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Nonparametric and semiparametric estimation in complex surveys
Breidt, F. Jay; Opsomer, Jean D. - 2009
Persistent link: https://www.econbiz.de/10003879462
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Model-assistend estimation of forest resources with generalized additive models
Opsomer, Jean D.; Breidt, F. Jay; Moisen, Gretchen G.; … - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 400-416
Persistent link: https://www.econbiz.de/10003490231
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Semiparametric mixed models for increment-averaged data with application to carbon sequestration in agricultural soils
Breidt, F. Jay; Hsu, Nan-jung; Ogle, Stephen - In: Journal of the American Statistical Association : JASA 102 (2007) 479, pp. 803-812
Persistent link: https://www.econbiz.de/10003567650
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Improved variance estimation for balanced samples drawn via the Cube method
Breidt, F. Jay; Chauvet, Guilliaume - 2010
Persistent link: https://www.econbiz.de/10009406004
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Bayesian analysis of fragtionally integrated ARMA with additive noise
Hsu, Nan-jung; Breidt, F. Jay - In: Journal of forecasting 22 (2003) 6/7, pp. 491-514
Persistent link: https://www.econbiz.de/10001836487
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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943