Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours

DOI10.1080/10485252.2012.716836zbMath1284.62214OpenAlexW2100008277MaRDI QIDQ3145414

Paola Gloria Ferrario, Harro Walk

Publication date: 20 December 2012

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2012.716836

zbMATH Keywords

rate of convergencenearest neighboursstrong and weak consistencypartitioning estimationresidual and local variance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (max. 100)

A nearest neighbor estimate of the residual variance ⋮ Variance function estimation in regression model via aggregation procedures ⋮ Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition ⋮ Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods ⋮ Partitioning estimation of local variance based on nearest neighbors under censoring

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