On variance function estimation with quadratic forms

DOI10.1016/0378-3758(93)90046-9zbMath0769.62029OpenAlexW2005051734MaRDI QIDQ2365880

Ulrich Stadtmüller, Hans-Georg Müller

Publication date: 29 June 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90046-9

zbMATH Keywords

smoothingconsistencymean squared errordifference schemerates of convergencenonparametric regressionresidualsweighted averageasymptotic mean squared errornonparametric heteroscedastic fixed design regression model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

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• Bandwidth choice for nonparametric regression
• Adapting for heteroscedasticity in linear models
• Estimation of heteroscedasticity in regression analysis
• Nonparametric regression analysis of longitudinal data
• Nonparametric estimation of optimal performance criteria in quality engineering
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• The estimation of residual variance in nonparametric regression
• Residual variance and residual pattern in nonlinear regression
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form

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