Error variance estimation via least squares for small sample nonparametric regression

DOI10.1016/J.JSPI.2012.02.050MaRDI QIDQ433760zbMATH OpenOpenAlexFDO

Authors Chun Gun Park, In Young Kim, Yung-Seop Lee

Publication date 6 July 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.02.050

zbMATH Keywords

tablesleast squaresLipschitz conditiondifference-based estimatorresidual variance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 4100415 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric regression
• Estimating residual variance in nonparametric regression using least squares
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• Fully Data-Driven Nonparametric Variance Estimators
• Nonparametric estimation of residual variance revisited
• Residual variance and residual pattern in nonlinear regression

Cited in

(7)

• Weighted linear regression models with fixed weights and spherical disturbances
• Outlier detection using difference-based variance estimators in multiple regression
• Robust difference-based outlier detection
• A least squares method for variance estimation in heteroscedastic nonparametric regression
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• A third order asymptotic comparison of least squares, jack-knifing and cross-validation for error variance estimation in nonlinear regression
• Variance estimation for semiparametric regression models by local averaging

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