2 papers
stat.ME2013
Smooth backfitting in additive inverse regression
Nicolai Bissantz, Holger Dette, Thimo Hildebrandt
We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed…
math.ST2012
Comparing spectral densities of stationary time series with unequal sample sizes
Philip Preuß, Thimo Hildebrandt
This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of s…