{"entities":{"Q1095531":{"pageid":1106283,"ns":120,"title":"Item:Q1095531","lastrevid":69629793,"modified":"2026-04-13T08:19:30Z","type":"item","id":"Q1095531","labels":{"en":{"language":"en","value":"Estimation of heteroscedasticity in regression analysis"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4028636"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1095531$D0459440-56E6-4AA5-8D31-663B7250207E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f00f53c3f9f5a7cfb74de3d4cbd666e5252a4fed","datavalue":{"value":{"text":"Estimation of heteroscedasticity in regression analysis","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1095531$E8D92361-0F7A-470D-9102-B8B390141334","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"63ac9f0879600552026eb508fb713d75b2570015","datavalue":{"value":"0632.62040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1095531$D886D9EA-7061-40F2-8176-0A9FC70789E4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1095531$175CECF9-EDE5-4822-84D8-FB307442C150","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5ae48c61eed19d1e1e1f33f9255d5b329362d064","datavalue":{"value":{"time":"+1987-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1095531$11E2950D-87C9-4099-B38F-742D4D57FD3F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1e711f52c1d25f1ff9f3a66426461a8a373cad1d","datavalue":{"value":"The authors consider the regression model \\(Y_ i=g(t_ i)+\\epsilon_ i\\), \\(1\\leq i\\leq n\\), with design variables \\(t_ i\\) (nonrandom) and measurements \\(Y_ i\\), g being the unknown regression function. The errors are assumed to be heteroscedastic. The problem is to estimate the variance \\(\\sigma^ 2(t)\\) of the observations at any given design point t. The authors consider the case where \\(\\sigma^ 2(t)\\) is assumed to be a smooth function of t.    A class of initial estimators \\({\\tilde \\sigma}^ 2(t_ i)\\) for the local variances at \\(t_ i\\) is given and it is shown that they are asymptotically unbiased but not consistent. Hence it is proposed to smooth neighboring values of \\({\\tilde \\sigma}^ 2(t_ i)\\) using kernel methods. The resulting smoothed estimators are shown to be uniformly consistent. Several applications of local variance estimation are discussed. The needed results on uniform convergence rates for weighted averages of m-dependent random variables are discussed in a separate section.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$86A19ECB-5A79-4E85-B182-AC580183982B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1095531$7CC3F6B6-DBBC-4D9A-8504-A2A38053E29A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8d2bd3c66467c5356dcbc319257202f980ff6dcc","datavalue":{"value":"62J02","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1095531$344DF30D-55D3-44DF-AA7D-3AFE18CE3C15","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4296acd22c364f37fb8692e746e0805461e90844","datavalue":{"value":"4028636","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1095531$1BD3DFCB-9D45-4931-9A7A-212F60E81418","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"91921b5e1e321f939fa3243c863ef41487345504","datavalue":{"value":"heteroscedastic errors","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$931667D2-4300-4DDF-A7AD-0D6D3EA04AA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cb83325e25a89eefd077603af60bafebc6720245","datavalue":{"value":"parametric regression","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$B17E86BF-83A4-4B7D-B9A8-6232641D974A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5a00b5295ae0ae71df34f6d21e008ca790179239","datavalue":{"value":"weighted least squares","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$342572C0-20B1-48A5-9C48-9A1135F41AC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fbb7df79530f5735dcbd3a2fb67f39e5e05edb9b","datavalue":{"value":"initial estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$1E62F522-F07C-48D9-9FB7-8B3D4F602E6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"11728f05e964bc59cf1abd20ea22d8300e9033dc","datavalue":{"value":"asymptotically unbiased","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$5B33328B-D825-4BDD-8A7D-F04F9CE2C09E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ff43113e0240fa2129bfec0370f32c34080a2032","datavalue":{"value":"kernel methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$3948F03E-F2A0-48B2-99B7-BA99B43EC4EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"156e1bc765743605e655131acd99b0c8bdfe347d","datavalue":{"value":"smoothed estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$4C28F723-9199-49AB-9923-50666E2A7028","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"155e98fe6b4425ddf6b095ad1c88dfa89c27f5eb","datavalue":{"value":"uniformly consistent","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$B93E370E-26E3-4E15-A6E9-0CF3AAB52E01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3e4e4c301377f0041cb55cc6e18de314150fb426","datavalue":{"value":"local variance estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$0728FDEE-2B70-4C1C-8632-6E8A0EB90E45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a0db0492e45627b5eb47248a53f7d2c1f3bf3935","datavalue":{"value":"uniform convergence rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$C2F92437-59F0-4599-89DC-1F706FD5878A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4944ca1c6ee2a2d0f3ef9afac087d2e58c14a2cb","datavalue":{"value":"weighted averages of m-dependent random variables","type":"string"},"datatype":"string"},"type":"statement","id":"Q1095531$804AD8CB-6DD3-4D38-A5F1-FB70D682FCFD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"27ec471e58b3bab0e402e0af3b5360b19cfb49a9","datavalue":{"value":{"entity-type":"item","numeric-id":484020,"id":"Q484020"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1095531$122D88D0-DC13-4B39-93CB-D67FD2A2868F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"91531c1d706c173ffd64d93cab77dca790d17e3d","datavalue":{"value":{"entity-type":"item","numeric-id":353537,"id":"Q353537"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1095531$6CC1B3F7-2CAF-4EDE-AA88-C4D506851D96","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"b5ec09bff744dd6a3d1896a1032241677835d2d7","datavalue":{"value":{"entity-type":"item","numeric-id":1250285,"id":"Q1250285"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1095531$2B04545B-6BD3-42E6-AC11-B97A9DC37638","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"f8e69a5e1b2a645c5e7ac1a0a3ed62e58d19a6a2","datavalue":{"value":"Q59758270","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1095531$A640A624-5EBD-49EF-B871-5D364A9022C5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1095531$A015AA6C-985E-4921-9D9A-A29852863164","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f01de0fcbc5b13ebd4db3af24f03c1af1e233b68","datavalue":{"value":"https://doi.org/10.1214/aos/1176350364","type":"string"},"datatype":"url"},"type":"statement","id":"Q1095531$1D241DE9-B4DE-4AED-A8C9-5BF23AB43B6B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"b2a8281010c5d34c25b22697c21446e6f02b3ef5","datavalue":{"value":"W2092185780","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1095531$0D2D9FBA-621A-41B1-BC15-DD1FCA57091F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"86656e3beed59fd24bbd0d59f599f0ec7f50613d","datavalue":{"value":"10.1214/AOS/1176350364","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1095531$815DF826-64FE-47D8-8A60-F023ECB5DC05","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f23bd541931cf659361399be06363cdc970fd7c4","datavalue":{"value":{"entity-type":"item","numeric-id":3793564,"id":"Q3793564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"62fe20b10decef785a6731fee0e592c7ce4fd108","datavalue":{"value":{"amount":"+0.8411633372306824","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1095531$5441B3E7-B039-4F61-BE19-6469DF03D98C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ec6635ef76e85be7532d77a2921d087994fc2fbe","datavalue":{"value":{"entity-type":"item","numeric-id":4844072,"id":"Q4844072"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"41d61e4caa7a58511d8cb69bdb377acbfc5c2ee1","datavalue":{"value":{"amount":"+0.8330827951431274","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1095531$EB94FB53-342B-4522-9925-FC18A0541858","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d6a78c2be699eeb199ba2da1d65459eeaf98d55d","datavalue":{"value":{"entity-type":"item","numeric-id":4355446,"id":"Q4355446"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28807afd92762898cfbf44eaa3dc592464d9cc98","datavalue":{"value":{"amount":"+0.8328641057014465","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1095531$5E2B0908-FB15-4B71-9DD9-A12C804D2ABB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a65b2df4c7b500398f9a2bf663be13a65b4ed48","datavalue":{"value":{"entity-type":"item","numeric-id":1061431,"id":"Q1061431"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"61c125372f8972156e2c46cd3ae4c8014de67533","datavalue":{"value":{"amount":"+0.8280447125434875","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1095531$7469EF3E-4204-4290-90A2-F74E442D8103","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"154981f36b63b0d169c449b89589f2bf495457a2","datavalue":{"value":{"entity-type":"item","numeric-id":3825946,"id":"Q3825946"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"091a28da9c62cfd680a4315ae13a9566b0487b27","datavalue":{"value":{"amount":"+0.8246393799781799","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1095531$B5867F09-EF63-4B38-89A1-2B7A6DEBCE2B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimation of heteroscedasticity in regression analysis","badges":[]}}}}}