Pages that link to "Item:Q955129"
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The following pages link to Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129):
Displaying 29 items.
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- A smooth simultaneous confidence band for conditional variance function (Q497866) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← links)
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- Time-varying quantile single-index model for multivariate responses (Q1663105) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Data-driven wavelet-Fisz methodology for nonparametric function estimation (Q1951777) (← links)
- A difference based approach to the semiparametric partial linear model (Q1952202) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
- Nonparametric estimation in a regression model with additive and multiplicative noise (Q2186924) (← links)
- Variance function estimation of a one-dimensional nonstationary process (Q2325313) (← links)
- A least squares method for variance estimation in heteroscedastic nonparametric regression (Q2336557) (← links)
- A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models (Q2516632) (← links)
- Nonparametric Estimation of Variance Function for Functional Data Under Mixing Conditions (Q2839043) (← links)
- Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
- Improving variance function estimation in semiparametric longitudinal data analysis (Q3108009) (← links)
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models (Q3603643) (← links)
- Adaptive estimators for nonparametric heteroscedastic regression models (Q3648631) (← links)
- Minimax wavelet estimation for multisample heteroscedastic nonparametric regression (Q4634451) (← links)
- TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
- (Q4999022) (← links)
- (Q4999030) (← links)
- Real-time estimation for functional stochastic regression models (Q5036889) (← links)
- ADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSION (Q5046322) (← links)
- Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series (Q5104522) (← links)
- Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates (Q6039874) (← links)