Residual variance estimation using a nearest neighbor statistic

DOI10.1016/j.jmva.2009.12.020zbMath1181.62035MaRDI QIDQ2267583

Elia Liitiäinen, Amaury Lendasse, Francesco Corona

Publication date: 1 March 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.020

zbMATH Keywords

nonparametric; nearest neighbors; noise variance estimation; residual variance estimation

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

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