Arbeitspapier
Multiscale clustering of nonparametric regression curves
We study a longitudinal data model with nonparametric regression functions that may vary across the observed subjects. In a wide range of applications, it is natural to assume that not every subject has a completely different regression function. We may rather suppose that the observed subjects can be grouped into a small number of classes whose members share the same regression curve. We develop a bandwidth-free clustering method to estimate the unknown group structure from the data. More specifically, we construct estimators of the un- known classes and their unknown number which are free of classical bandwidth or smoothing parameters. In the theoretical part of the paper, we analyze the statistical properties of our estimators. The technical analysis is complemented by a simulation study and an application to temperature anomaly data.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP08/18
- Classification
-
Wirtschaft
- Subject
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Clustering of nonparametric curves
nonparametric regression
multiscalestatistics
longitudinal/panel data
- Event
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Geistige Schöpfung
- (who)
-
Vogt, Michael
Linton, Oliver
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2018
- DOI
-
doi:10.1920/wp.cem.2018.0818
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Vogt, Michael
- Linton, Oliver
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2018
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