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Article Dans Une Revue Communications in Statistics - Theory and Methods Année : 2007

Nonparametric estimation of the average growth curve with general nonstationary error process

Mustapha Rachdi
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Résumé

The non-parametric estimation of the growth curve has been extensively studied in both stationary and some nonstationary particular situations. In this work, we consider the statistical problem of estimating the average growth curve for a fixed design model with nonstationary error process. The nonstationarity considered here is of a general form, and this note may be considered as an extension of previous results. The optimal bandwidth is shown to depend on the singularity of the autocovariance function of the error process along the diagonal. A Monte Carlo study is conducted in order to assess the influence of the number of subjects and the number of observations per subject on the estimation.
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Dates et versions

hal-00023332 , version 1 (04-08-2006)

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Karim Benhenni, Mustapha Rachdi. Nonparametric estimation of the average growth curve with general nonstationary error process. Communications in Statistics - Theory and Methods, 2007, 36 (6), pp.1173-1186. ⟨10.1080/03610920601076586⟩. ⟨hal-00023332⟩
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