Asymptotically optimal differenced estimators of error variance in nonparametric regression
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- scientific article; zbMATH DE number 822124
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 4100415 (Why is no real title available?)
- scientific article; zbMATH DE number 3633568 (Why is no real title available?)
- scientific article; zbMATH DE number 3236607 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- A comparison of the Reinsch and Speckman splines
- A covariate-matched estimator of the error variance in nonparametric regression
- A graphical method for estimating the residual variance in nonparametric regression
- Approximation Theorems of Mathematical Statistics
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Bandwidth choice for nonparametric regression
- Derivative estimation based on difference sequence via locally weighted least squares regression
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- Effect of mean on variance function estimation in nonparametric regression
- Estimating residual variance in nonparametric regression using least squares
- Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
- Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
- Estimation of heteroscedasticity in regression analysis
- Fully Data-Driven Nonparametric Variance Estimators
- Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression
- Nonparametric estimation of residual variance revisited
- On estimation of noise variance in two-dimensional signal processing
- On variance estimation in nonparametric regression
- Optimal variance estimation without estimating the mean function
- Residual variance and residual pattern in nonlinear regression
- The estimation of residual variance in nonparametric regression
- VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
- Variance estimation for high-dimensional regression models
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Cited in
(16)- Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
- Optimal estimation of derivatives in nonparametric regression
- Error variance estimation via least squares for small sample nonparametric regression
- Optimal difference-based variance estimation in heteroscedastic nonparametric regression
- Robust and efficient derivative estimation under correlated errors
- Robust estimation of nonparametric function via addition sequence
- Efficient error variance estimation in non‐parametric regression
- Robust estimation of derivatives using locally weighted least absolute deviation regression
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Estimating residual variance in nonparametric regression using least squares
- Nonparametric estimation of residual variance revisited
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis
- Relative errors of difference-based variance estimators in nonparametric regression
- Standard errors for nonparametric regression
- A covariate-matched estimator of the error variance in nonparametric regression
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