Pages that link to "Item:Q3545420"

The following pages link to Estimating residual variance in nonparametric regression using least squares (Q3545420):

Displaying 30 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 coefficient¹ (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)
• Robust and efficient derivative estimation under correlated errors (Q6548543) (← links)