A smooth simultaneous confidence band for conditional variance function (Q497866)

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A smooth simultaneous confidence band for conditional variance function
scientific article

    Statements

    title
    A smooth simultaneous confidence band for conditional variance function (English)
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    author
    Li Cai
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    Li-Jian Yang
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    published in
    Test
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    publication date
    25 September 2015
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    zbMATH Keywords
    B spline
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    confidence band
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    heteroscedasticity
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    infeasible estimator
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    knots
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    Nadaraya-Waston estimator
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    variance function
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    cites work
    Q3995078
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    Q3125064
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    Q3825946
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    Q4727203
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    Q3600737
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    Q5323640
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    Q3431925
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62G08
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    62G10
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    62G15
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    62G32
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    zbMATH DE Number
    6485439
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    OpenAlex ID
    W2123975235
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    Wikidata QID
    Q61865744
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