Pages that link to "Item:Q3545420"
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The following pages link to Estimating residual variance in nonparametric regression using least squares (Q3545420):
Displayed 29 items.
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Error variance estimation via least squares for small sample nonparametric regression (Q433760) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- Weighted linear regression models with fixed weights and spherical disturbances (Q906137) (← links)
- Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
- Variance estimation for semiparametric regression models by local averaging (Q1616704) (← links)
- Optimal difference-based estimation for partially linear models (Q1643015) (← links)
- Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression (Q1750258) (← links)
- Model checks for parametric regression models (Q1944371) (← links)
- Residual variance estimation using a nearest neighbor statistic (Q2267583) (← links)
- Estimating residual variance in random forest regression (Q2275646) (← links)
- A least squares method for variance estimation in heteroscedastic nonparametric regression (Q2336557) (← links)
- Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403) (← links)
- Optimal variance estimation without estimating the mean function (Q2435225) (← links)
- Error variance estimation in semi-functional partially linear regression models (Q3455250) (← links)
- Stable and bias-corrected estimation for nonparametric regression models (Q3521111) (← links)
- An Adaptive Two‐stage Estimation Method for Additive Models (Q3552977) (← links)
- Partial linear single-index models with additive distortion measurement errors (Q4606460) (← links)
- Bayesian jackknife empirical likelihood for the error variance in linear regression models (Q5055245) (← links)
- Outlier detection using difference-based variance estimators in multiple regression (Q5075469) (← links)
- Testing symmetry of model errors for nonparametric regression models by using correlation coefficient<sup>1</sup> (Q5082904) (← links)
- Variance estimation in nonparametric regression with jump discontinuities (Q5128602) (← links)
- Testing discontinuities in nonparametric regression (Q5139003) (← links)
- Jackknife empirical likelihood for the error variance in linear models (Q5266559) (← links)
- Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression (Q5494725) (← links)
- Non-parametric estimation of residual moments and covariance (Q5505110) (← links)
- Global debiased DC estimations for biased estimators via pro forma regression (Q6075574) (← links)
- Efficient error variance estimation in non‐parametric regression (Q6081852) (← links)