Error variance function estimation in nonparametric regression models

DOI10.1080/03610918.2017.1315774MaRDI QIDQ5084932zbMATH OpenOpenAlexFDO

Authors Yousef F. Alharbi, Prakash N. Patili

Publication date 29 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1315774

zbMATH Keywords

error variance functionheteroscedasticitykernel smoothingnonparametric regression

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric regression and quantile regression (62G08)

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Cites work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Effect of mean on variance function estimation in nonparametric regression
• Efficient estimation of conditional variance functions in stochastic regression
• Estimation of heteroscedasticity in regression analysis
• 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 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Likelihood-Based Local Linear Estimation of the Conditional Variance Function
• Local Polynomial Variance-Function Estimation
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Variance estimation in nonparametric regression via the difference sequence method

Cited in

(8)

• scientific article; zbMATH DE number 6607894 (Why is no real title available?)
• scientific article; zbMATH DE number 426238 (Why is no real title available?)
• On variance estimation in nonparametric regression
• Estimating functionals of the error distribution in parametric and nonparametric regression
• Error Estimates for Multivariate Regression on Discretized Function Spaces
• Testing for additivity in nonparametric heteroscedastic regression models
• Efficient error variance estimation in non‐parametric regression
• Two-stage variational mode decomposition approach to enhance the estimates of variance function

Describes a project that uses

Uses Software

• KernSmooth

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