Variance estimation in nonparametric regression via the difference sequence method

DOI10.1214/009053607000000145zbMath1126.62024arXiv0712.0898OpenAlexW2140286963MaRDI QIDQ2466688

Yanyan Li

Publication date: 16 January 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0898

zbMATH Keywords

variance estimationasymptotic minimaxity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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