Asymptotically optimal difference-based estimation of variance in nonparametric regression
From MaRDI portal
Recommendations
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Optimal difference-based variance estimation in heteroscedastic nonparametric regression
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Variance estimation in nonparametric regression via the difference sequence method
- Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
Cited in
(only showing first 100 items - show all)- Common functional principal components
- Mixing least-squares estimators when the variance is unknown
- Residuals density estimation in nonparametric regression
- Estimation in partially linear models.
- An elementary nonparametric differencing test of equality of regression functions
- Nonparametric comparison of several regression functions: Exact and asymptotic theory
- Testing goodness of fit of polynomial models via spline smoothing techniques
- Asymptotic distribution of bandwidth selectors in kernel regression estimation
- Testing for no effect in nonparametric regression via spline smoothing techniques
- A nonparametric calibration analysis
- Curve estimation when the design density is low
- Dependent error regression smoothing: A new method and PC program
- An elementary estimator of the partial linear model
- Estimating linear functionals of the error distribution in nonparametric regression
- Local asymptotics for polynomial spline regression
- FDR-control in multiscale change-point segmentation
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- Optimal difference-based estimation for partially linear models
- Variational multiscale nonparametric regression: smooth functions
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Robust testing for superiority between two regression curves
- Optimal bounds for aggregation of affine estimators
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
- Multiscale blind source separation
- Analysis of oldest-old mortality: lifetables revisited
- Local asymptotics for regression splines and confidence regions
- Discontinuous versus smooth regression
- Nonparametric quasi-likelihood
- Testing for monotonicity of a regression mean by calibrating for linear functions.
- Model specification tests in nonparametric stochastic regression models
- Testing for additivity in nonparametric regression
- Model checks for parametric regression models
- A difference based approach to the semiparametric partial linear model
- Kernel estimation of discontinuous regression functions
- Optimal estimation of variance in nonparametric regression with random design
- Testing and estimation for clustered signals
- Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)
- Optimal difference-based variance estimators in time series: a general framework
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- On variance estimation under shifts in the mean
- Residual variance estimation using a nearest neighbor statistic
- Estimating residual variance in random forest regression
- User-friendly covariance estimation for heavy-tailed distributions
- Variance function estimation of a one-dimensional nonstationary process
- A least squares method for variance estimation in heteroscedastic nonparametric regression
- On variance function estimation with quadratic forms
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Effect of mean on variance function estimation in nonparametric regression
- Two tests for heterocedasticity in nonparametric regression
- Optimal variance estimation without estimating the mean function
- Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding
- Asymptotic approximation of nonparametric regression experiments with unknown variances
- Variance estimation in nonparametric regression via the difference sequence method
- A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models
- Distribution-free tests of conditional moment inequalities
- Testing the adequacy of a linear modelVIAcritical smoothing
- Selection of bandwidth for kernel regression
- Error variance estimation for the single-index model
- Convergence rates for uniform confidence intervals based on local polynomial regression estimators
- Adjusted confidence bands for complex survey data
- Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
- Optimal estimation of derivatives in nonparametric regression
- Statistical inference for multivariate partially linear regression models
- New difference-based estimator of parameters in semiparametric regression models
- Estimation of variance function in heteroscedastic regression models by generalized coiflets
- Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
- Detecting atypical data in air pollution studies by using shorth intervals for regression
- Nonparametric estimation of the conditional variance function with correlated errors
- Optimal difference-based variance estimation in heteroscedastic nonparametric regression
- Adaptive confidence intervals for regression functions under shape constraints
- Nonparametric covariate adjustment for receiver operating characteristic curves
- A covariate-matched estimator of the error variance in nonparametric regression
- Asymptotics for p-value based threshold estimation in regression settings
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- Statistical inference in the partial linear models with the double smoothing local linear regression method
- Nonparametric estimation of a log-variance function in scale-space
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
- scientific article; zbMATH DE number 1208135 (Why is no real title available?)
- Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
- An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression
- The asymptotic average squared error for polynomial regression
- Error variance estimation via least squares for small sample nonparametric regression
- Bandwidth choice for robust nonparametric scale function estimation
- Smoothing-based lack-of-fit tests: variations on a theme
- VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
- Bandwidth selection for power optimality in a test of equality of regression curves
- Goodness of fit test for isotonic regression
- Testing homoscedasticity in nonparametric regression
- Fully Data-Driven Nonparametric Variance Estimators
- Estimation of change-points in a nonparametric regression function through kernel density estimation
- Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models
- Difference-based variance estimation in nonparametric regression with repeated measurement data
- Smoothed nonparametric derivative estimation using weighted difference quotients
- Robust scale estimation under shifts in the mean
- Effective identification and estimation for the semiparametric measurement error model
- Error variance function estimation in nonparametric regression models
- Variance estimation in nonparametric regression with jump discontinuities
- An iterative plug-in algorithm for decomposing seasonal time series using the Berlin method
- Difference-based variance estimator for nonparametric regression in complex surveys
This page was built for publication: Asymptotically optimal difference-based estimation of variance in nonparametric regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3130570)